This paper focuses on the estimation and application aspects of the Erlang count logit-
weighted reduced mixture of experts model (EC-LRMoE), which is a fully flexible multivariate …

Abstract In the Property and Casualty (P&C) ratemaking process, it is critical to understand
the effect of policyholders' risk profile to the number and amount of claims, the dependence …

In recent years, after the economic crises, the value of operational risk assessment has been
observed in the financial industry, while the biggest impact of operational risk has been on …

In this article we consider an aggregate loss model with dependent losses. The loss
occurrence process is governed by a two-state Markovian arrival process (MAP 2), a Markov …

For more than decades, the central drivers of business growth have been technological
tools. The most important of these is Artificial Intelligence (AI). We name the paradigm …

اهداف: در سال‌های اخیر بعد از بحران‌های اقتصادی به‌وجودآمده، ارزش ارزیابی ریسک عملیاتی در صنعت
مالی مشاهده شد که بیشترین تأثیر ریسک عملیاتی بر صنعت بانکداری بود؛ درنتیجه بعد از …‎

Insurance is a contract represented by a policy where the insured person or policyholder
(individual or entity) pays a fixed amount to safeguard against uncertain losses that could be …