15 citations · 20 across the 9 of their papers we have counts for
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stat.ML2025
Consistency of Selection Strategies for Fraud Detection
Christos Revelas, Otilia Boldea, Bas J. M. Werker
This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fra…
econ.EM2025
Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments
Otilia Boldea, Alastair R. Hall
We review recent developments in detecting and estimating multiple change-points in time series models with exogenous and endogenous regressors, panel data models, and factor model…