1 citations · 2 across the 8 of their papers we have counts for
3 papers · 1 filter
Statistical Learning of Trade Credit Insurance Network Data with Applications to Ratemaking and Reserving
Woongchae Yoo, Spark C. Tseung, Tsz Chai Fung
Trade credit insurance (TCI) is a specialized line of property and casualty insurance, protecting businesses against financial losses due to buyer's insolvency. Predictive modeling…
A Revisit of the Optimal Excess-of-Loss Contract
Ernest Aboagye, Vali Asimit, Tsz Chai Fung +2
It is well-known that Excess-of-Loss reinsurance has more marketability than Stop-Loss reinsurance, though Stop-Loss reinsurance is the most prominent setting discussed in the opti…
A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model
Spark C. Tseung, Ian Weng Chan, Tsz Chai Fung +2
A well-designed framework for risk classification and ratemaking in automobile insurance is key to insurers' profitability and risk management, while also ensuring that policyholde…