activity
20162026
most citedModelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework

22 citations · 155 across the 27 of their papers we have counts for

collaborators
Showing 2024Show all

1 paper · 1 filter

stat.ML2024

Distributional Refinement Network: Distributional Forecasting via Deep Learning

Benjamin Avanzi, Eric Dong, Patrick J. Laub +1

A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; N…