Modelización, Optimización e Inferencia Estadística (MODES)
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Recent Submissions
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Conditional likelihood based inference on single-index models for motor insurance claim severity
(Institut d'Estadistica de Catalunya, 2024)[Abstract]: Prediction of a traffc accident cost is one of the major problems in motor insurance. To identify the factors that infuence costs is one of the main challenges of actuarial modelling. Telematics data about ... -
Unsupervised Classification of Categorical Time Series Through Innovative Distances
(Springer Science and Business Media Deutschland GmbH, 2023)[Abstract]: In this paper, two novel distances for nominal time series are introduced. Both of them are based on features describing the serial dependence patterns between each pair of categories. The first dissimilarity ... -
On benefits of cooperation under strategic power
(Springer, 2020-05)[Abstract]: We introduce a new model involving TU-games and exogenous structures. Specifically, we consider that each player in a population can choose an element in a strategy set and that, for every possible strategy ... -
A heuristic approach to the task planning problem in a home care business
(Springer, 2020-12)[Abstract]: In this paper, we study a task scheduling problem in a home care business. The company has a set of supervisors in charge of scheduling the caregivers’ weekly plans. This can be a time-consuming task due to the ... -
Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data
(Universitat de Barcelona.Institut de Recerca en Economia Aplicada Regional i Pública (IREA), 2018)[Abstract]: Estimation in single-index models for risk assessment is developed. Statistical properties are given and an application to estimate the cost of traffic accidents in an innovative insurance data set that has ...
