Multivariate frequency-severity regression models in insurance EW Frees, G Lee, L Yang Risks 4 (1), 4, 2016 | 141 | 2016 |
A dependent frequency–severity approach to modeling longitudinal insurance claims GY Lee, P Shi Insurance: Mathematics and Economics 87, 115-129, 2019 | 47 | 2019 |
Actuarial applications of word embedding models GY Lee, S Manski, T Maiti ASTIN Bulletin: The Journal of the IAA 50 (1), 1-24, 2020 | 27 | 2020 |
Rating endorsements using generalized linear models EW Frees, G Lee Variance 10 (1), 51-74, 2017 | 21 | 2017 |
Optimal reinsurance with model uncertainty and Stackelberg game J Gavagan, L Hu, GY Lee, H Liu, A Weixel Scandinavian Actuarial Journal 2022 (1), 29-48, 2022 | 16 | 2022 |
General insurance deductible ratemaking GY Lee North American Actuarial Journal 21 (4), 620-638, 2017 | 16 | 2017 |
Copula regression for compound distributions with endogenous covariates with applications in insurance deductible pricing P Shi, GY Lee Journal of the American Statistical Association 117 (539), 1094-1109, 2022 | 15 | 2022 |
Extracting information from textual descriptions for actuarial applications S Manski, K Yang, GY Lee, T Maiti Annals of Actuarial Science 15 (3), 605-622, 2021 | 6 | 2021 |
Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers GY Lee North American Actuarial Journal 27 (4), 787-805, 2023 | 1 | 2023 |
Loss amount prediction from textual data using a double GLM with shrinkage and selection S Manski, K Yang, GY Lee, T Maiti European Actuarial Journal 12 (2), 503-528, 2022 | 1 | 2022 |
General insurance deductible ratemaking with applications to the local government property insurance fund GY Lee, EW Frees | 1 | 2016 |
Nonparametric intercept regularization for insurance claim frequency regression models GY Lee, H Jeong Annals of Actuarial Science, 1-26, 2024 | | 2024 |
Regression Shrinkage and Selection for Actuarial Models GY Lee Variance 14 (2), 2021 | | 2021 |
Treatment level and store level analyses of healthcare data K Wang, J Ding, KR Lidwell, S Manski, GY Lee, EX Esposito Risks 7 (2), 43, 2019 | | 2019 |
Multivariate Insurance Loss Models with Applications in Risk Retention GY Lee The University of Wisconsin-Madison, 2017 | | 2017 |