activity
20192024
most citedApplying economic measures to lapse risk management with machine learning approaches

2 citations · 4 across the 4 of their papers we have counts for

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Showing 2020Show all

1 paper · 1 filter

stat.AP2020

Quickest detection in practice in presence of seasonality: An illustration with call center data

Patrick J. Laub, Nicole El Karoui, Stéphane Loisel +1

In this chapter, we explain how quickest detection algorithms can be useful for risk management in presence of seasonality. We investigate the problem of detecting fast enough case…