4 citations · 13 across the 14 of their papers we have counts for
8 papers · 1 filter
Compositional Data Regression in Insurance with Exponential Family PCA
Guojun Gan, Emiliano A. Valdez
Compositional data are multivariate observations that carry only relative information between components. Applying standard multivariate statistical methodology directly to analyze…
Applications of Clustering with Mixed Type Data in Life Insurance
Shuang Yin, Guojun Gan, Emiliano A. Valdez +1
Death benefits are generally the largest cash flow item that affects financial statements of life insurers where some still do not have a systematic process to track and monitor de…
Flexible Modeling of Hurdle Conway-Maxwell-Poisson Distributions with Application to Mining Injuries
Shuang Yin, Dipak K. Dey, Emiliano A. Valdez +1
While the hurdle Poisson regression is a popular class of models for count data with excessive zeros, the link function in the binary component may be unsuitable for highly imbalan…
Analysis of Prescription Drug Utilization with Beta Regression Models
Guojun Gan, Emiliano A. Valdez
The healthcare sector in the U.S. is complex and is also a large sector that generates about 20% of the country's gross domestic product. Healthcare analytics has been used by rese…
Skewed link regression models for imbalanced binary response with applications to life insurance
Shuang Yin, Dipak K. Dey, Emiliano A. Valdez +2
For a portfolio of life insurance policies observed for a stated period of time, e.g., one year, mortality is typically a rare event. When we examine the outcome of dying or not fr…
Cost-sensitive Multi-class AdaBoost for Understanding Driving Behavior with Telematics
Banghee So, Jean-Philippe Boucher, Emiliano A. Valdez
Powered with telematics technology, insurers can now capture a wide range of data, such as distance traveled, how drivers brake, accelerate or make turns, and travel frequency each…
On a Multi-Year Microlevel Collective Risk Model
Rosy Oh, Himchan Jeong, Jae Youn Ahn +1
For a typical insurance portfolio, the claims process for a short period, typically one year, is characterized by observing frequency of claims together with the associated claims…
Hybrid Tree-based Models for Insurance Claims
Zhiyu Quan, Zhiguo Wang, Guojun Gan +1
Two-part models and Tweedie generalized linear models (GLMs) have been used to model loss costs for short-term insurance contract. For most portfolios of insurance claims, there is…