1 citations · 1 across the 1 of their papers we have counts for
2 papers
stat.AP2022
mCube: Multinomial Micro-level reserving Model
Emmanuel Jordy Menvouta, Jolien Ponnet, Robin Van Oirbeek +1
This paper presents a multinomial multi-state micro-level reserving model, denoted mCube. We propose a unified framework for modelling the time and the payment process for IBNR and…
stat.CO2021★ 1 cited
Computational Efficient Approximations of the Concordance Probability in a Big Data Setting
Robin Van Oirbeek, Jolien Ponnet, Tim Verdonck
Performance measurement is an essential task once a statistical model is created. The Area Under the receiving operating characteristics Curve (AUC) is the most popular measure for…