3 papers
stat.AP2025
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…
stat.AP2022
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…
math.ST2022
Mixture of experts models for multilevel data: modelling framework and approximation theory
Tsz Chai Fung, Spark C. Tseung
Multilevel data are prevalent in many real-world applications. However, it remains an open research problem to identify and justify a class of models that flexibly capture a wide r…