2 papers
q-fin.PR2026
Fair Pricing in Long-Term Insurance: A Unified Framework
Hong Beng Lim, Mengyi Xu, Kenneth Q. Zhou
Extant literature on fair pricing methods for actuarial contexts has primarily focused on the regression setting. While such approaches are well-suited to short-term products, it i…
math.ST2021
A network Poisson model for weighted directed networks with covariates
MengXu, Qiuping Wang
The edges in networks are not only binary, either present or absent, but also take weighted values in many scenarios (e.g., the number of emails between two users). The covariate-$…