Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Tom Reynkens"'
Autor:
Waqas Ahmed, Tom Donas, Bart Baesens, María Óskarsdóttir, Katrien Antonio, Rémi Dendievel, Tom Reynkens
Publikováno v:
Risk Analysis. 42:1872-1890
Insurance fraud occurs when policyholders file claims that are exaggerated or based on intentional damages. This contribution develops a fraud detection strategy by extracting insightful information from the social network of a claim. First, we const
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b17614e2df34748c4dd83b6c90dc534b
https://doi.org/10.1111/risa.13693
https://doi.org/10.1111/risa.13693
Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such as Lasso re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::28ee35b260551d5ee90f91b6b30a9c0f
https://lirias.kuleuven.be/handle/123456789/663946
https://lirias.kuleuven.be/handle/123456789/663946
Publikováno v:
Technometrics
© 2016 American Statistical Association and the American Society for Quality. A new sparse PCA algorithm is presented, which is robust against outliers. The approach is based on the ROBPCA algorithm that generates robust but nonsparse loadings. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b8c46064bcd0067b3e4bc3de1093c20
https://doi.org/10.1080/00401706.2015.1093962
https://doi.org/10.1080/00401706.2015.1093962
Publikováno v:
Insurance: Mathematics & Economics, 77, 65-77. Elsevier
In risk analysis, a global fit that appropriately captures the body and the tail of the distribution of losses is essential. Modelling the whole range of the losses using a standard distribution is usually very hard and often impossible due to the sp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a29cf5cbdf0946adda4f33dccf2e740f
https://dare.uva.nl/personal/pure/en/publications/modelling-censored-losses-using-splicing-a-global-fit-strategy-with-mixed-erlang-and-extreme-value-distributions(9f50bacc-f367-4473-80e4-4e92cedcdb7a).html
https://dare.uva.nl/personal/pure/en/publications/modelling-censored-losses-using-splicing-a-global-fit-strategy-with-mixed-erlang-and-extreme-value-distributions(9f50bacc-f367-4473-80e4-4e92cedcdb7a).html
Publikováno v:
Electron. J. Statist. 11, no. 1 (2017), 2026-2065
© 2017, Institute of Mathematical Statistics. All rights reserved. In several applications, ultimately at the largest data, truncation effects can be observed when analysing tail characteristics of statistical distributions. In some cases truncation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b95073b96effd7d8047e01dfda46ef4d
https://lirias.kuleuven.be/handle/123456789/583100
https://lirias.kuleuven.be/handle/123456789/583100
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319458731
In financial risk management, a Black Swan refers to an event that is deemed improbable yet has massive consequences. In this communication we propose a way to investigate if the recent financial crisis was a Black Swan event for a given bank based o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9b34950f9b12d5d15bf45f7379233bd
https://doi.org/10.1007/978-3-319-45875-5_7
https://doi.org/10.1007/978-3-319-45875-5_7
Publikováno v:
SSRN Electronic Journal.
In risk analysis, a global fit that appropriately captures the body and the tail of the distribution of losses is essential. Modeling the whole range of the losses using a standard distribution is usually very hard and often impossible due to the spe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8b0b049f7e8996854a9a1d76c5c864f
https://doi.org/10.2139/ssrn.2872107
https://doi.org/10.2139/ssrn.2872107
Publikováno v:
Natural Hazards, 98(3), 1091-1113. Springer Netherlands
The area-characteristic, maximum possible earthquake magnitude $$T_M$$ is required by the earthquake engineering community, disaster management agencies and the insurance industry. The Gutenberg–Richter law predicts that earthquake magnitudes M fol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3ae10246e02d95a64431160f052e0487
https://research.tilburguniversity.edu/en/publications/f08289db-1d56-4d04-a70b-e880a110de75
https://research.tilburguniversity.edu/en/publications/f08289db-1d56-4d04-a70b-e880a110de75