Tseung, Spark C.; Badescu, Andrei; Fung, Tsz Chai; Lin, … - 2021
This paper introduces a new R package, LRMoE, a statistical software tailor-made for actuarial applications which allows actuarial researchers and practitioners to model and analyze insurance loss frequencies and severities using the Logit-weighted Reduced Mixture-of-Experts (LRMoE) model. LRMoE...