4 citations · 12 across the 10 of their papers we have counts for
15 papers
Structured dispersion modelling for mortality data using a Conway--Maxwell--Poisson specification
Jackie Siaw Tze Wong, Emiliano A. Valdez
Mortality models that attempt to capture dispersion typically assume a fixed dispersion structure, an assumption that is rarely satisfied in practice and that can lead to miscalibr…
Bayesian mortality forecasting with a Conway--Maxwell--Poisson specification
Jackie Siaw Tze Wong, Emiliano A. Valdez
This paper presents a novel approach to stochastic mortality modelling by using the Conway--Maxwell--Poisson (CMP) distribution to model death counts. Unlike standard Poisson or ne…
Axiomatic characterizations of some simple risk-sharing rules
Jan Dhaene, Rodrigue Kazzi, Emiliano A. Valdez
In this paper, we present axiomatic characterizations of some simple risk-sharing (RS) rules, such as the uniform, the mean-proportional and the covariance-based linear RS rules. T…
Zero-Inflated Tweedie Boosted Trees with CatBoost for Insurance Loss Analytics
Banghee So, Emiliano A. Valdez
In this paper, we explore advanced modifications to the Tweedie regression model in order to address its limitations in modeling aggregate claims for various types of insurance suc…
Improving Business Insurance Loss Models by Leveraging InsurTech Innovation
Zhiyu Quan, Changyue Hu, Panyi Dong +1
Recent transformative and disruptive advancements in the insurance industry have embraced various InsurTech innovations. In particular, with the rapid progress in data science and…
Synthetic Dataset Generation of Driver Telematics
Banghee So, Jean-Philippe Boucher, Emiliano A. Valdez
This article describes techniques employed in the production of a synthetic dataset of driver telematics emulated from a similar real insurance dataset. The synthetic dataset gener…