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Using Model Averaging to Determine Suitable Risk Measure Estimates
Recent research in loss modeling resulted in a growing number of classes of statistical models as well as additional models being proposed within each class. Empirical results indicate that a range of models within or ...
Extending Composite Loss Models Using a General Framework of Advanced Computational Tools
Composite models have a long history in actuarial science because they provide a flexible method of curve-fitting for heavy-tailed insurance losses. The ongoing research in this area continuously suggests methodological ...