Select Publications
Preprints
2021, Stochastic loss reserving with mixture density neural networks, , http://dx.doi.org/10.48550/arxiv.2108.07924
,2020, Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework, , http://dx.doi.org/10.48550/arxiv.2003.13888
,A Multivariate Evolutionary Generalised Linear Model Framework with Adaptive Estimation for Claims Reserving, , http://dx.doi.org/10.2139/ssrn.3413016
,A Multivariate Micro-Level Insurance Counts Model With a Cox Process Approach, , http://dx.doi.org/10.2139/ssrn.3354434
,Common Shock Models for Claim Arrays, , http://dx.doi.org/10.2139/ssrn.2881058
,Inference of Counts Using Markov-Modulated Non-Homogeneous Poisson Processes, , http://dx.doi.org/10.2139/ssrn.3354342
,On Unbalanced Data and Common Shock Models in Stochastic Loss Reserving, , http://dx.doi.org/10.2139/ssrn.3303255
,Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach, , http://dx.doi.org/10.2139/ssrn.2753540
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