2 papers
stat.ME2025
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.ME2025
A new discrimination measure for assessing predictive performance of non-linear survival models
Alfensi Faruk, Jan Palczewski, Georgios Aivaliotis
Non-linear survival models are flexible models in which the proportional hazard assumption is not required. This poses difficulties in their evaluation. We introduce a new discrimi…