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A new class of severity regression models with an application to IBNR prediction
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 2, pp. 206-231
Persistent link: https://www.econbiz.de/10012549752
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A class of mixture of experts models for general insurance : application to correlated claim frequencies
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 647-688
Persistent link: https://www.econbiz.de/10012116379
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Multivariate Cox Hidden Markov models with an application to operational risk
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon - In: Scandinavian actuarial journal 2019 (2019) 8, pp. 686-710
Persistent link: https://www.econbiz.de/10012194991
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A class of mixture of experts models for general insurance : theoretical developments
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon - In: Insurance / Mathematics & economics 89 (2019), pp. 111-127
Persistent link: https://www.econbiz.de/10012133518
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LRMoE.jl : a software package for insurance loss modelling using mixture of experts regression model
Tseung, Spark C.; Badescu, Andrei L.; Fung, Tsz Chai; … - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 419-440
Persistent link: https://www.econbiz.de/10012593587
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Improving risk classification and ratemaking using mixture-of-experts models with random effects
Tseung, Spark C.; Chan, Ian Weng; Fung, Tsz Chai; … - In: The journal of risk & insurance 90 (2023) 3, pp. 789-820
Persistent link: https://www.econbiz.de/10014364572
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Mixture composite regression models with multi-type feature selection
Fung, Tsz Chai; Tzougas, George; Wüthrich, Mario V. - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 2, pp. 396-428
Persistent link: https://www.econbiz.de/10014320645
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Fitting censored and truncated regression data using the mixture of experts models
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 4, pp. 496-520
Persistent link: https://www.econbiz.de/10013483230
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Soft splicing model : bridging the gap between composite modeland finite mixture model
Fung, Tsz Chai; Jeong, Himchan; Tzougas, George - In: Scandinavian actuarial journal 2024 (2024) 2, pp. 168-197
Persistent link: https://www.econbiz.de/10014520104
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Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi - In: Insurance / Mathematics & economics 113 (2023), pp. 310-325
Persistent link: https://www.econbiz.de/10014466218