2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.AP2021
The fraud loss for selecting the model complexity in fraud detection
Simon Boge Brant, Ingrid Hobæk Haff
In fraud detection applications, the investigator is typically limited to controlling a restricted number k of cases. The most efficient manner of allocating the resources is then…
stat.AP2019★ 2 cited
Modelling extreme claims via composite models and threshold selection methods
Yinzhi Wang, Ingrid Hobæk Haff, Arne Huseby
The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provide…