Verbelen Roel

KU Leuven

Naamsestraat 69

B-3000 Leuven, Vlaams-Brabant 3000

Belgium

SCHOLARLY PAPERS

7

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1,120

SSRN CITATIONS
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Top 35,810

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19

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Unraveling the Predictive Power of Telematics Data in Car Insurance Pricing

Number of pages: 28 Posted: 18 Nov 2016 Last Revised: 07 Feb 2018
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 702 (41,644)
Citation 9

Abstract:

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Pay-as-you-drive insurance, Usage-based insurance, Risk classification, Generalized additive models, Compositional predictors, Structural zeros

2.

A Data Driven Binning Strategy for the Construction of Insurance Tariff Classes

Number of pages: 30 Posted: 13 Oct 2017
KU Leuven - Faculty of Business and Economics (FEB), KU LeuvenUniversity of Amsterdam, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven
Downloads 216 (162,193)
Citation 3

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P&C insurance pricing, frequency, severity, continuous risk factors, spatial risk

3.

Fitting Mixtures of Erlangs to Censored and Truncated Data Using the EM Algorithm

ASTIN Bulletin, 2015, 45(3), 729-758.
Number of pages: 28 Posted: 21 Jan 2014 Last Revised: 17 May 2017
KU Leuven, University of Toronto, KU LeuvenUniversity of Amsterdam, University of Toronto - Department of Statistics and Department of Statistical Sciences, University of Toronto
Downloads 86 (332,831)
Citation 7

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Mixture of Erlang distributions with a common scale parameter; Censoring; Truncation; Expectation-maximization algorithm; Maximum likelihood

4.

Multivariate Mixtures of Erlangs for Density Estimation Under Censoring and Truncation

Lifetime Data Analysis, 2016, 22(3), 429-455.
Number of pages: 36 Posted: 07 Jan 2015 Last Revised: 17 May 2017
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 48 (448,917)
Citation 1

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Multivariate Erlang mixtures with a common scale parameter, Density estimation, Censored data, Truncated data, Expectation-maximization algorithm, Maximum likelihood.

5.

Modeling Censored Losses Using Splicing: A Global Fit Strategy with Mixed Erlang and Extreme Value Distributions

Number of pages: 29 Posted: 18 Nov 2016 Last Revised: 17 May 2017
KU Leuven - Department of Mathematics, KU Leuven, Catholic University of Leuven (KUL) and KU LeuvenUniversity of Amsterdam
Downloads 35 (505,265)
Citation 1

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censoring, composite model, expectation-maximization algorithm, risk measurement, tail modeling

6.

Multivariate Mixtures of Erlangs for Density Estimation Under Censoring and Truncation: Additional Examples

Number of pages: 23 Posted: 12 Apr 2015
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 20 (592,372)

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7.
Downloads 13 (640,299)

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