31 citations · 40 across the 7 of their papers we have counts for
8 papers
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…
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…
Maintaining Discrimination and Fairness in Class Incremental Learning
Bowen Zhao, Xi Xiao, Guojun Gan +2
Deep neural networks (DNNs) have been applied in class incremental learning, which aims to solve common real-world problems of learning new classes continually. One drawback of sta…
A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities
Seyed Amir Hejazi, Kenneth R. Jackson, Guojun Gan
Variable Annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging these risks…