36 citations · 36 across the 2 of their papers we have counts for
2 papers
q-fin.RM2021
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Jens Robben, Katrien Antonio, Sander Devriendt
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortali…
stat.CO2018★ 36 cited
Sparse Regression with Multi-type Regularized Feature Modeling
Sander Devriendt, Katrien Antonio, Tom Reynkens +1
Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work f…