2 citations · 4 across the 4 of their papers we have counts for
3 papers · 1 filter
mCube: Multinomial Micro-level reserving Model
Emmanuel Jordy Menvouta, Jolien Ponnet, Robin Van Oirbeek +1
This paper presents a multinomial multi-state micro-level reserving model, denoted mCube. We propose a unified framework for modelling the time and the payment process for IBNR and…
Instance-Dependent Cost-Sensitive Learning for Detecting Transfer Fraud
Sebastiaan Höppner, Bart Baesens, Wouter Verbeke +1
Card transaction fraud is a growing problem affecting card holders worldwide. Financial institutions increasingly rely upon data-driven methods for developing fraud detection syste…
Multivariate Constrained Robust M-Regression for Shaping Forward Curves in Electricity Markets
Peter Leoni, Pieter Segaert, Sven Serneels +1
In this paper, a multivariate constrained robust M-regression (MCRM) method is developed to estimate shaping coefficients for electricity forward prices. An important benefit of th…