research
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08/09/2022
Copulaboost: additive modeling with copula-based model components
We propose a type of generalised additive models with of model component...
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01/28/2021
The fraud loss for selecting the model complexity in fraud detection
In fraud detection applications, the investigator is typically limited t...
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11/06/2019
Modelling extreme claims via composite models and threshold selection methods
The existence of large and extreme claims of a non-life insurance portfo...
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05/28/2018