2 papers
cs.DM2021
Probabilistic Framework For Loss Distribution Of Smart Contract Risk
Petar Jevtic, Nicolas Lanchier
Smart contract risk can be defined as a financial risk of loss due to cyber attacks on or contagious failures of smart contracts. Its quantification is of paramount importance to t…
stat.AP2018
Modeling Frequency and Severity of Claims with the Zero-Inflated Generalized Cluster-Weighted Models
Nikola Pocuca, Petar Jevtic, Paul D. McNicholas +1
In this paper, we propose two important extensions to cluster-weighted models (CWMs). First, we extend CWMs to have generalized cluster-weighted models (GCWMs) by allowing modeling…