PREDICTIVE MODELING WITH INSURANCE APPLICATIONS
- Fitting censored and truncated regression data using the Mixture of Experts models, (2022)
- LRMoE.jl: a software package for flexible actuarial loss modelling using mixture of experts regression model, (2021)
- A new class of severity regression models with an application to IBNR prediction, (2020)
- A Class of Mixture of Experts Models for General Insurance: Theoretical Developments, (2019)
- Class of Mixture of Experts Models for General Insurance: Application to Correlated Claim Frequencies, (2019)
- A marked Cox model for the number of IBNR claims: estimation and application, (2019)
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm, (2016)
OPERATIONAL RISK
- Multivariate Cox Hidden Markov Models with an Application to Operational Risk, (2019)
- Modeling correlated frequencies with application in operational risk management, (2015)
MATHEMATICAL RISK THEORY
- An IBNR-RBNS insurance risk model with marked Poisson arrivals. (2018)
- On a class of dependent Sparre Andersen risk models and a bailout application, (2016)
- A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections, (2014)
- Recursive Methods for a Two-Dimensional Risk Process with Common Shocks, (2012)