38 citations · 104 across the 32 of their papers we have counts for
Showing 2021 · stat.MEShow all
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stat.ME2021★ 12 cited
Deep Quantile and Deep Composite Model Regression
Tobias Fissler, Michael Merz, Mario V. Wüthrich
A main difficulty in actuarial claim size modeling is that there is no simple off-the-shelf distribution that simultaneously provides a good distributional model for the main body…
stat.ME2021
Mixture composite regression models with multi-type feature selection
Tsz Chai Fung, George Tzougas, Mario Wuthrich
The aim of this paper is to present a mixture composite regression model for claim severity modelling. Claim severity modelling poses several challenges such as multimodality, heav…