1 citations · 1 across the 1 of their papers we have counts for
3 papers
mCube: Multinomial Micro-level reserving Model
Emmanuel Jordy Menvouta, Jolien Ponnet, Robin Van Oirbeek +1
This paper presents a multinomial multi-state micro-level reserving model, denoted mCube. We propose a unified framework for modelling the time and the payment process for IBNR and…
Sparse dimension reduction based on energy and ball statistics
Emmanuel Jordy Menvouta, Sven Serneels, Tim Verdonck
As its name suggests, sufficient dimension reduction (SDR) targets to estimate a subspace from data that contains all information sufficient to explain a dependent variable. Ample…
direpack: A Python 3 package for state-of-the-art statistical dimension reduction methods
Emmanuel Jordy Menvouta, Sven Serneels, Tim Verdonck
The direpack package aims to establish a set of modern statistical dimension reduction techniques into the Python universe as a single, consistent package. The dimension reduction…