Fung, Tsz Chai; Jeong, Himchan; Tzougas, George Soft splicing model: bridging the gap between composite model and finite mixture model. (English) Zbl 07809288 Scand. Actuar. J. 2024, No. 2, 168-197 (2024). MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{T. C. Fung} et al., Scand. Actuar. J. 2024, No. 2, 168--197 (2024; Zbl 07809288) Full Text: DOI
Fung, Tsz Chai; Tzougas, George; Wüthrich, Mario V. Mixture composite regression models with multi-type feature selection. (English) Zbl 1521.91314 N. Am. Actuar. J. 27, No. 2, 396-428 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{T. C. Fung} et al., N. Am. Actuar. J. 27, No. 2, 396--428 (2023; Zbl 1521.91314) Full Text: DOI arXiv
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon Fitting censored and truncated regression data using the mixture of experts models. (English) Zbl 1507.91176 N. Am. Actuar. J. 26, No. 4, 496-520 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{T. C. Fung} et al., N. Am. Actuar. J. 26, No. 4, 496--520 (2022; Zbl 1507.91176) Full Text: DOI
Fung, Tsz Chai Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (English) Zbl 1514.91170 Insur. Math. Econ. 107, 180-198 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{T. C. Fung}, Insur. Math. Econ. 107, 180--198 (2022; Zbl 1514.91170) Full Text: DOI arXiv
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A new class of severity regression models with an application to IBNR prediction. (English) Zbl 1475.91299 N. Am. Actuar. J. 25, No. 2, 206-231 (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{T. C. Fung} et al., N. Am. Actuar. J. 25, No. 2, 206--231 (2021; Zbl 1475.91299) Full Text: DOI
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A class of mixture of experts models for general insurance: theoretical developments. (English) Zbl 1427.91228 Insur. Math. Econ. 89, 111-127 (2019). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{T. C. Fung} et al., Insur. Math. Econ. 89, 111--127 (2019; Zbl 1427.91228) Full Text: DOI
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A class of mixture of experts models for general insurance: application to correlated claim frequencies. (English) Zbl 1427.91227 ASTIN Bull. 49, No. 3, 647-688 (2019). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{T. C. Fung} et al., ASTIN Bull. 49, No. 3, 647--688 (2019; Zbl 1427.91227) Full Text: DOI
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon Multivariate Cox hidden Markov models with an application to operational risk. (English) Zbl 1422.91346 Scand. Actuar. J. 2019, No. 8, 686-710 (2019). MSC: 91B30 60J28 62P05 PDFBibTeX XMLCite \textit{T. C. Fung} et al., Scand. Actuar. J. 2019, No. 8, 686--710 (2019; Zbl 1422.91346) Full Text: DOI