184 citations · 540 across the 36 of their papers we have counts for
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stat.AP2025
Functional Analysis of Loss-development Patterns in P&C Insurance
Arthur Charpentier, Qiheng Guo, Mike Ludkovski
We analyze loss development in NAIC Schedule P loss triangles using functional data analysis methods. Adopting the functional viewpoint, our dataset comprises 3300+ curves of incre…
stat.AP2021
Joint Models for Cause-of-Death Mortality in Multiple Populations
Nhan Huynh, Mike Ludkovski
We investigate jointly modeling Age-specific rates of various causes of death in a multinational setting. We apply Multi-Output Gaussian Processes (MOGP), a spatial machine learnin…
stat.AP2020★ 2 cited
Multi-Output Gaussian Processes for Multi-Population Longevity Modeling
Nhan Huynh, Mike Ludkovski
We investigate joint modeling of longevity trends using the spatial statistical framework of Gaussian Process regression. Our analysis is motivated by the Human Mortality Database…