3 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.AP2020
Risk Loadings in Classification Ratemaking
Liang Yang, Zhengxiao Li, Shengwang Meng
The risk premium of a policy is the sum of the pure premium and the risk loading. In the classification ratemaking process, generalized linear models are usually used to calculate…
stat.AP2019★ 3 cited
Generalizing the log-Moyal distribution and regression models for heavy tailed loss data
Zhengxiao Li, Jan Beirlant, Shengwang Meng
Catastrophic loss data are known to be heavy-tailed. Practitioners then need models that are able to capture both tail and modal parts of claim data. To this purpose, a new paramet…