42 citations · 182 across the 34 of their papers we have counts for
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stat.ME2024
Bayesian CART models for aggregate claim modeling
Yaojun Zhang, Lanpeng Ji, Georgios Aivaliotis +1
This paper proposes three types of Bayesian CART (or BCART) models for aggregate claim amount, namely, frequency-severity models, sequential models and joint models. We propose a g…
stat.ME2014★ 7 cited
Random Shifting and Scaling of Insurance Risks
Enkelejd Hashorva, Lanpeng Ji
Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money…