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Claim reserving in insurance has been studied through two primary frameworks: the macro-level approach, which estimates reserves at an aggregate level (e.g., Chain-Ladder), and the micro-level approach, which estimates reserves at the…

Methodology · Statistics 2025-02-24 Sebastian Calcetero Vanegas , Andrei L. Badescu , X. Sheldon Lin

Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…

Methodology · Statistics 2021-10-06 Alexander Volkmann , Almond Stöcker , Fabian Scheipl , Sonja Greven

This paper introduces the modeling of circular data with excess zeros under a longitudinal framework, where the response is a circular variable and the covariates can be both linear and circular in nature. In the literature, various…

Methodology · Statistics 2026-01-21 Prajamitra Bhuyan , Soutik Halder , Jayant Jha

This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and…

Applications · Statistics 2009-07-29 Marie-Pierre Etienne , Eric Parent , Benoit Hugues , Bernier Jacques

We develop a new longitudinal count data regression model that accounts for zero-inflation and spatio-temporal correlation across responses. This project is motivated by an analysis of Iowa Fluoride Study (IFS) data, a longitudinal cohort…

Methodology · Statistics 2024-12-30 Anish Mukherjee , Jeremy T. Gaskins , Shoumi Sarkar , Steven Levy , Somnath Datta

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

Weather parametric insurance relies on weather indices rather than actual loss assessments, enhancing claims efficiency, reducing moral hazard, and improving fairness. In the context of increasing climate change risks, despite growing…

Risk Management · Quantitative Finance 2024-09-26 Hang Gao , Shuohua Yang , Xinli Liu

Background: Outcome measures that are count variables with excessive zeros are common in health behaviors research. There is a lack of empirical data about the relative performance of prevailing statistical models when outcomes are…

Applications · Statistics 2023-08-17 Zhengyang Zhou , Dateng Li , David Huh , Minge Xie , Eun-Young Mun

Understanding the association between dietary patterns and health outcomes, such as the cancer risk, is crucial to inform public health guidelines and shaping future dietary interventions. However, dietary intake data present several…

Methodology · Statistics 2025-10-10 Blake Hansen , Dafne Zorzetto , Valeria Edefonti , Roberta De Vito

Item non-response in surveys is usually handled by single imputation, whose main objective is to reduce the non-response bias. Imputation methods need to be adapted to the study variable. For instance, in business surveys, the interest…

Methodology · Statistics 2019-10-17 Brigitte Gelein , Guillaume Chauvet

Zero-inflated explanatory variables are common in fields such as ecology and finance. In this paper we address the problem of having excess of zero values in some explanatory variables which are subject to multioutcome lasso-regularized…

Methodology · Statistics 2021-09-13 Jyrki Möttönen , Tero Lähderanta , Janne Salonen , Mikko J. Sillanpää

Joint multivariate longitudinal and time-to-event data are gaining increasing attention in the biomedical sciences where subjects are followed over time to monitor the progress of a disease or medical condition. In the insurance context,…

Methodology · Statistics 2019-02-12 Edward W. Frees , Catalina Bolancé , Montserrat Guillen , Emiliano Valdez

This paper proposes a method for analyzing count time series with inflation or deflation of zeros. In particular, zero-modified Poisson and zero-modified negative binomial series with intensities generated by non-negative Markov sequences…

Methodology · Statistics 2021-07-06 N. Balakrishna , Muhammed Anvar , Bovas Abraham

The NEXT Generation Health study investigates the dating violence of adolescents using a survey questionnaire. Each student is asked to affirm or deny multiple instances of violence in his/her dating relationship. There is, however,…

Applications · Statistics 2015-06-02 Kara A. Fulton , Danping Liu , Denise L. Haynie , Paul S. Albert

Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…

Methodology · Statistics 2018-11-30 Gyuhyeong Goh , Jae Kwang Kim

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

An extensive body of literature exists that specifically addresses the univariate case of zero-inflated count models. In contrast, research pertaining to multivariate models is notably less developed. We proposed two new parsimonious…

Methodology · Statistics 2024-01-17 Claire Geldenhuys , Rene Ehlers , Andriette Bekker

Although data may be abundant, complete data is less so, due to missing columns or rows. This missingness undermines the performance of downstream data products that either omit incomplete cases or create derived completed data for…

Machine Learning · Computer Science 2020-06-26 Haw-minn Lu , Giancarlo Perrone , José Unpingco

In this paper, we introduce the Vehicle Claims dataset, consisting of fraudulent insurance claims for automotive repairs. The data belongs to the more broad category of Auditing data, which includes also Journals and Network Intrusion data.…

Machine Learning · Computer Science 2022-10-27 Ajay Chawda , Stefanie Grimm , Marius Kloft

We propose a new methodology to detect zero-inflation and overdispersion based on the comparison of the expected sample extremes among convexly ordered distributions. The method is very flexible and includes tests for the proportion of…

Methodology · Statistics 2008-09-25 A. Baillo , J. Carcamo , J. R. Berrendero