Spatially Clustered Mixture of Experts for joint frequency-severity insurance pricing (NAAJ 2025)
Dependent frequency-severity neural two-part model for insurance pricing — shared encoder trunk, Poisson/Gamma heads, MC and analytical pure premium
Actuarial pricing model for Brazilian auto insurance - GLM Poisson + Gamma, XGBoost Tweedie, SHAP, collision & theft separately, market premium analysis. SUSEP AUTOSEG 2019–2021.
Monte Carlo simulation of insurance losses using a frequency–severity model with Poisson claim frequency, lognormal and gamma severity distributions, and tail risk analysis.
Actuarial insurance risk scoring using frequency–severity modelling to estimate expected loss for underwriting and pricing.
Sarmanov copula joint frequency-severity for insurance pricing — analytical premium correction, IFM estimation, dependency diagnostics
Loss cost trend analysis for insurance pricing — frequency/severity decomposition, ONS index integration, structural break detection (154 tests)
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