Publications

(2021). Social network analytics for supervised fraud detection in insurance. On arxiv.

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(2021). The skin-in-the-game bond: a novel sustainable capital instrument.

(2021). Empirical Risk Assessment of Maintenance Costs under Full-service Contracts.

(2021). Copula-based inference for bivariate survival data with left truncation and dependent censoring.

(2020). Sparse regression with Multi-type Regularized Feature modeling. In Insurance: Mathematics and Economics.

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(2020). Quantifying longevity gaps using micro‐level lifetime data. In Journal of the Royal Statistical Society: Series A.

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(2020). Pricing service maintenance contracts using predictive analytics. In European Journal of Operational Research.

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(2020). Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. In North American Actuarial Journal.

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(2019). Modeling the occurrence of events subject to a reporting delay via an EM algorithm. On arxiv.

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(2019). Modeling the number of hidden events subject to observation delay. In European Journal of Operational Research.

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(2018). Unravelling the predictive power of telematics data in car insurance pricing. In Journal of the Royal Statistical Society: Series C.

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(2018). Profit maximizing logistic model for customer churn prediction using genetic algorithms. In Swarm and Evolutionary Computation.

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(2018). A data driven binning strategy for the construction of insurance tariff classes. In Scandinavian Actuarial Journal.

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(2017). Modelling Censored Losses Using Splicing: a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions. In Insurance: Mathematics and Economics.

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(2017). Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. In European Actuarial Journal.

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(2017). A Bayesian joint model for population and portfolio-specific mortality. In ASTIN Bulletin: The Journal of the IAA.

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(2017). Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation. In ASTIN Bulletin: The Journal of the IAA.

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(2016). The impact of multiple structural changes on mortality predictions. In Scandinavian Actuarial Journal.

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(2016). Multivariate mixtures of Erlangs for density estimation under censoring. In Lifetime Data Analysis.

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(2015). Bayesian Poisson log-bilinear models for mortality projections with multiple populations. In European Actuarial Journal.

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(2015). Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm. In ASTIN Bulletin: The Journal of the IAA.

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(2014). Micro-level stochastic loss reserving in general insurance. In Scandinavian Actuarial Journal.

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(2014). Individual loss reserving using paid-incurred data. In Insurance: Mathematics and Economics.

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(2013). Individual loss reserving with the multivariate skew normal framework. In ASTIN Bulletin: The Journal of the IAA.

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(2013). Premium indexing in lifelong health insurance. In Far East Journal of Mathematical Sciences.

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(2011). Statistical concepts of a priori and a posteriori risk classification. In Advances in Statistical Analysis.

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(2011). A multilevel analysis of intercompany claim counts. In ASTIN Bulletin: The Journal of the IAA.

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(2008). Coppice management effects on experimentally established populations of three herbaceous layer woodland species. In Biological Conservation.

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(2008). Issues in claims reserving and credibility: a semiparametric approach with mixed models. In The Journal of Risk and Insurance.

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(2006). Lognormal mixed models for reported claims reserves. In North American Actuarial Journal.

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(2005). Discussion on 'A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving'. In North American Actuarial Journal.

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