66 citations · 155 across the 4 of their papers we have counts for
5 papers
Social network analytics for supervised fraud detection in insurance
María Óskarsdóttir, Waqas Ahmed, Katrien Antonio +4
Insurance fraud occurs when policyholders file claims that are exaggerated or based on intentional damages. This contribution develops a fraud detection strategy by extracting insi…
Sparse Regression with Multi-type Regularized Feature Modeling
Sander Devriendt, Katrien Antonio, Tom Reynkens +1
Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work f…
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case
Jan Beirlant, Andrzej Kijko, Tom Reynkens +1
The area-characteristic, maximum possible earthquake magnitude is required by the earthquake engineering community, disaster management agencies and the insurance industry. T…
Modelling Censored Losses Using Splicing: a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions
Tom Reynkens, Roel Verbelen, Jan Beirlant +1
In risk analysis, a global fit that appropriately captures the body and the tail of the distribution of losses is essential. Modelling the whole range of the losses using a standar…
Fitting tails affected by truncation
Jan Beirlant, Isabel Fraga Alves, Tom Reynkens
In several applications, ultimately at the largest data, truncation effects can be observed when analysing tail characteristics of statistical distributions. In some cases truncati…