Showing 2024Show all
2 papers · 1 filter
stat.ME2024
Bootstrap-based Inference for Bivariate Heteroscedastic Extremes with a Changing Tail Copula
Yifan Hu, Yanxi Hou
This paper introduces a copula-based model for independent but non-identically distributed data with heteroscedastic extremes marginal and changing tail dependence structures. We e…
stat.AP2024
Combining Structural and Unstructured Data: A Topic-based Finite Mixture Model for Insurance Claim Prediction
Yanxi Hou, Xiaolan Xia, Guangyuan Gao
Modeling insurance claim amounts and classifying claims into different risk levels are critical yet challenging tasks. Traditional predictive models for insurance claims often over…