4 citations · 13 across the 12 of their papers we have counts for
4 papers · 1 filter
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…
A non-convex regularization approach for stable estimation of loss development factors
Himchan Jeong, Hyunwoong Chang, Emiliano A. Valdez
In this article, we apply non-convex regularization methods in order to obtain stable estimation of loss development factors in insurance claims reserving. Among the non-convex reg…
Copula Modeling of Multivariate Longitudinal Data with Dropout
Edward W. Frees, Catalina Bolancé, Montserrat Guillen +1
Joint multivariate longitudinal and time-to-event data are gaining increasing attention in the biomedical sciences where subjects are followed over time to monitor the progress of…