no code implementations • 7 Oct 2023 • Benjamin Avanzi, Xingyun Tan, Greg Taylor, Bernard Wong
With the rise of cyber threats, cyber insurance is becoming an important consideration for businesses.
1 code implementation • 30 Jan 2023 • Benjamin Avanzi, Greg Taylor, Melantha Wang, Bernard Wong
The GLMMNet integrates a generalised linear mixed model in a deep learning framework, offering the predictive power of neural networks and the transparency of random effects estimates, the latter of which cannot be obtained from the entity embedding models.
2 code implementations • 13 Aug 2020 • Benjamin Avanzi, Gregory Clive Taylor, Melantha Wang, Bernard Wong
In short, they are likely to be useful in the analysis of any data set whose volume is sufficient to obscure a naked-eye view of its features.
no code implementations • 1 Jun 2020 • Benjamin Avanzi, Hayden Lau, Bernard Wong
We determine which strategies (either periodic, immediate, or hybrid) are optimal, that is, we show which are the strategies that maximise the expected present value of dividends paid until ruin, net of transaction costs.
no code implementations • 7 May 2020 • Benjamin Avanzi, Gregory Clive Taylor, Phuong Anh Vu, Bernard Wong
In this paper, we address this problem in the loss reserving context using a common shock Tweedie approach for unbalanced data.
no code implementations • 23 Apr 2020 • Benjamin Avanzi, Gregory Clive Taylor, Bernard Wong, Xinda Yang
In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data.
no code implementations • 31 Mar 2020 • Benjamin Avanzi, Greg Taylor, Bernard Wong, Alan Xian
The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis.
1 code implementation • 10 Jan 2020 • Milad Ghaznavi, Elaheh Jalalpour, Bernard Wong, Raouf Boutaba, Ali Jose Mashtizadeh
Enterprise network traffic typically traverses a sequence of middleboxes forming a service function chain, or simply a chain.
Networking and Internet Architecture Systems and Control Systems and Control