Jorge Yslas

University of Liverpool

Chatham Street

Brownlow Hill

Liverpool, L69 7ZA

United Kingdom

  • University of Liverpool

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Robust Claim Frequency Modeling Through Phase-Type Mixture-of-Experts Regression

Number of pages: 31 Posted: 30 Dec 2022
Martin Bladt and Jorge Yslas
University of Copenhagen and University of Liverpool
Downloads 26 (765,531)

Abstract:

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discrete phase-type distributions, regression modelling, claim count distributions