A new class of severity regression models with an application to IBNR prediction

TC Fung, AL Badescu, XS Lin - North American Actuarial Journal, 2021 - Taylor & Francis
Insurance loss severity data often exhibit heavy-tailed behavior, complex distributional
characteristics such as multimodality, and peculiar links between policyholders' risk profiles …

[PDF][PDF] A new class of severity regression models with an application to IBNR prediction

TC Fung, AL Badescu, XS Lin - 2020 - researchgate.net
Insurance loss severity data often exhibits heavy-tail behavior, complex distributional
characteristics such as multimodality and peculiar links between policyholders' risk profile …

A New Class of Severity Regression Models with an Application to IBNR Prediction

TC Fung, AL Badescu, XS Lin - North American Actuarial Journal, 2021 - ideas.repec.org
Insurance loss severity data often exhibit heavy-tailed behavior, complex distributional
characteristics such as multimodality, and peculiar links between policyholders' risk profiles …

A New Class of Severity Regression Models with an Application to IBNR Prediction

TC Fung, AL Badescu, XS Lin - North American Actuarial …, 2021 - ingentaconnect.com
Insurance loss severity data often exhibit heavy-tailed behavior, complex distributional
characteristics such as multimodality, and peculiar links between policyholders' risk profiles …

[PDF][PDF] A New Class of Severity Regression Models with an Application to IBNR Prediction

TC Fung, AL Badescu, XS Lin - North American Actuarial …, 2021 - actsci.utstat.utoronto.ca
Insurance loss severity data often exhibit heavy-tailed behavior, complex distributional
characteristics such as multimodality, and peculiar links between policyholders' risk profiles …

A New Class of Severity Regression Models with an Application to IBNR Prediction

TC Fung, AL Badescu, XS Lin - North American Actuarial …, 2021 - econpapers.repec.org
Insurance loss severity data often exhibit heavy-tailed behavior, complex distributional
characteristics such as multimodality, and peculiar links between policyholders' risk profiles …