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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.AP2023
Data Mining of Telematics Data: Unveiling the Hidden Patterns in Driving Behaviour
Ian Weng Chan, Spark C. Tseung, Andrei L. Badescu +1
With the advancement in technology, telematics data which capture vehicle movements information are becoming available to more insurers. As these data capture the actual driving be…
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…