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stat.ML2024
Distributional Refinement Network: Distributional Forecasting via Deep Learning
Benjamin Avanzi, Eric Dong, Patrick J. Laub +1
A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; N…
stat.ME2024
Hawkes Models And Their Applications
Patrick J. Laub, Young Lee, Philip K. Pollett +1
The Hawkes process is a model for counting the number of arrivals to a system which exhibits the self-exciting property - that one arrival creates a heightened chance of further ar…