3 citations · 4 across the 6 of their papers we have counts for
3 papers · 1 filter
A new discrimination measure for assessing predictive performance of non-linear survival models
Alfensi Faruk, Jan Palczewski, Georgios Aivaliotis
Non-linear survival models are flexible models in which the proportional hazard assumption is not required. This poses difficulties in their evaluation. We introduce a new discrimi…
Bayesian CART models for aggregate claim modeling
Yaojun Zhang, Lanpeng Ji, Georgios Aivaliotis +1
This paper proposes three types of Bayesian CART (or BCART) models for aggregate claim amount, namely, frequency-severity models, sequential models and joint models. We propose a g…
On estimation of the effect lag of predictors and prediction in functional linear model
Haiyan Liu, Georgios Aivaliotis, Jeanine Houwing-Duistermaat
We propose a functional linear model to predict a response using multiple functional and longitudinal predictors and to estimate the effect lags of predictors. The coefficient func…