Verbelen Roel

KU Leuven

Naamsestraat 69

B-3000 Leuven, Vlaams-Brabant 3000

Belgium

SCHOLARLY PAPERS

7

DOWNLOADS

678

CITATIONS

0

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 457 (60,750)

Abstract:

Loading...

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

2.

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 67 (330,994)

Abstract:

Loading...

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

3.

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 60 (350,108)

Abstract:

Loading...

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

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 41 (412,703)

Abstract:

Loading...

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 27 (473,156)

Abstract:

Loading...

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 14 (546,291)

Abstract:

Loading...

7.
Downloads 12 (558,095)

Abstract:

Loading...