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Tsz Chai Fung

Georgia State University - J. Mack Robinson College of Business

P.O. Box 4050

Atlanta, GA 30303-3083

United States

SCHOLARLY PAPERS

6

DOWNLOADS

1,251

TOTAL CITATIONS

26

Scholarly Papers (6)

1.

LRMoE: An R Package for Flexible Actuarial Loss Modelling Using Mixture of Experts Regression Model

Number of pages: 28 Posted: 06 Jan 2021
Department of Statistical Sciences, University of Toronto - Department of Statistics, Georgia State University - J. Mack Robinson College of Business and Department of Statistical Sciences, University of Toronto
Downloads 329 (228,126)
Citation 7

Abstract:

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Multivariate Regression Analysis, Censoring and Truncation, Expectation-Conditional-Maximization Algorithm, Insurance Ratemaking and Reserving, R

2.

Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance

Number of pages: 21 Posted: 01 Dec 2023
Tsz Chai Fung, Himchan Jeong and George Tzougas
Georgia State University - J. Mack Robinson College of Business, Simon Fraser University - Department of Statistics and Actuarial Science and Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 268 (283,835)
Citation 1

Abstract:

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Climate change, Compound claim frequency models, Dependence modelling, Geospatial effects, Natural phenomena coverage

3.

A Class of Mixture of Experts Models for General Insurance: Application to Correlated Claim Frequencies

Number of pages: 35 Posted: 17 Jan 2019 Last Revised: 07 Jun 2019
Tsz Chai Fung, Andrei Badescu and X. Sheldon Lin
Georgia State University - J. Mack Robinson College of Business, University of Toronto - Department of Statistics and Department of Statistical Sciences, University of Toronto
Downloads 207 (368,123)
Citation 5

Abstract:

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Erlang Count Models, Expectation-Conditional-Maximization Algorithm, Logit-Weighted Gating Functions, Mixture of Experts Models, Multivariate Count Regression

4.

Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models

Number of pages: 28 Posted: 06 Jan 2021
Tsz Chai Fung, Andrei Badescu and X. Sheldon Lin
Georgia State University - J. Mack Robinson College of Business, University of Toronto - Department of Statistics and Department of Statistical Sciences, University of Toronto
Downloads 173 (435,504)
Citation 6

Abstract:

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Censoring, Deductible Ratemaking, Expectation-Conditional-Maximization Algorithm, IBNR Claims, Mixture of Experts Models, Severity Regression, Truncation

5.

A Class of Mixture of Experts Models for General Insurance: Theoretical Developments

Number of pages: 35 Posted: 17 Jan 2019 Last Revised: 19 Oct 2019
Tsz Chai Fung, Andrei Badescu and X. Sheldon Lin
Georgia State University - J. Mack Robinson College of Business, University of Toronto - Department of Statistics and Department of Statistical Sciences, University of Toronto
Downloads 155 (480,208)
Citation 7

Abstract:

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6.

Soft Splicing Model: Bridging the Gap between Composite Model and Finite Mixture Model

Number of pages: 30 Posted: 13 Jun 2022
Tsz Chai Fung, Himchan Jeong and George Tzougas
Georgia State University - J. Mack Robinson College of Business, Simon Fraser University - Department of Statistics and Actuarial Science and Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 119 (600,462)

Abstract:

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Claim severity modelling, Tail-heaviness, Multi-modal distribution, Mixture models, Risk management