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20192026
most citedComputational Efficient Approximations of the Concordance Probability in a Big Data Setting

1 citations · 1 across the 4 of their papers we have counts for

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stat.AP2022

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…