Andrei L. Badescu

Latest

Assessing driving risk through unsupervised detection of anomalies in telematics time series data
Data Mining of Telematics Data: Unveiling the Hidden Patterns in Driving Behavior
Improving risk classification and ratemaking using mixture-of-experts models with random effects
Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
A New Class of Severity Regression Models with an Application to IBNR Prediction
LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model
A class of mixture of experts models for general insurance: application to correlated claim frequencies
A class of mixture of experts models for general insurance: Theoretical developments
A marked Cox model for the number of IBNR claims: estimation and application
Multivariate Cox Hidden Markov models with an application to operational risk
A marked Cox model for the number of IBNR claims: Theory