Shengwang Meng

School of Statistics, Renmin University of China

Beijing, 100872

China

SCHOLARLY PAPERS

4

DOWNLOADS

415

CITATIONS

2

Scholarly Papers (4)

1.

Claims Frequency Modeling Using Telematics Car Driving Data

Scandinavian Actuarial Journal, Forthcoming
Number of pages: 23 Posted: 23 Jan 2018 Last Revised: 23 Sep 2018
Guangyuan Gao, Shengwang Meng and Mario V. Wuthrich
Renmin University of China - School of Statistics, School of Statistics, Renmin University of China and RiskLab, ETH Zurich
Downloads 337 (87,586)
Citation 2

Abstract:

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Telematics Data, K-Means Algorithm, Principal Components Analysis, Bottleneck Neural Network, Generalized Additive Model, v-a Heatmap, Pattern Recognition, Kullback-Leibler Divergence, Claims Frequency Modeling, Car Insurance Pricing

2.

Compound Poisson Claims Reserving Models: Extensions and Inference

ASTIN Bulletin, forthcoming, 2018
Number of pages: 27 Posted: 24 Oct 2017 Last Revised: 26 Mar 2018
Guangyuan Gao and Shengwang Meng
Renmin University of China - School of Statistics and School of Statistics, Renmin University of China
Downloads 46 (397,129)

Abstract:

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Stochastic claims reserving; Compound Poisson model; Generalized linear model; Quasi-likelihood estimation; Bootstrap; Tweedie's distribution

3.

Stochastic Payments per Claim Incurred

North American Actuarial Journal, Forthcoming
Number of pages: 25 Posted: 23 Oct 2017 Last Revised: 08 Aug 2018
Guangyuan Gao, Shengwang Meng and Yanlin Shi
Renmin University of China - School of Statistics, School of Statistics, Renmin University of China and Australian National University (ANU)
Downloads 32 (452,070)

Abstract:

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Payments per Claim Incurred, Bayesian Modeling, Hamiltonian Monte Carlo

4.

Stochastic Claims Reserving Via a Bayesian Spline Model with Random Loss Ratio Effects

ASTIN Bulletin, 48(1): 55-88, 2018
Posted: 25 Oct 2017 Last Revised: 26 Mar 2018
Guangyuan Gao and Shengwang Meng
Renmin University of China - School of Statistics and School of Statistics, Renmin University of China

Abstract:

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Stochastic claims reserving, Tail factor, Natural cubic spline