Robust claim frequency modeling through phase-type mixture-of-experts regression
Year of publication: |
2023
|
---|---|
Authors: | Bladt, Martin ; Yslas, Jorge |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 111.2023, p. 1-22
|
Subject: | Discrete phase-type distributions | Regression modeling | Claim count distributions |
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