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Tsz Chai Fung

Georgia State University (from arXiv:2209.15212, 2022) · ORCID · OpenAlex

19 papers in scope · 18 published · 1 on the econ.EM arXiv · 169 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Mario V. Wüthrich
  2. Ian Weng Chan
  3. Spark C. Tseung
  4. Andrei L. Badescu
  5. X. Sheldon Lin
  6. Jingshen Wang
  7. Xinwei Ma
  8. Sebastian Calcetero-Vanegas
  9. Lo-Hua Yuan
  10. Waverly Wei
  11. Matias D. Cattaneo
  12. David Arbour
  13. Yingfei Wang
  14. Max H. Farrell
  15. Michael Jansson
  16. Apoorva Lal
  17. Victor Chernozhukov
  18. Junya Honda
  19. Ganesh Karapakula
  20. Yusufcan Masatlıoĝlu

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 19)

Statistical learning of trade credit insurance network data with applications to ratemaking and reserving
published2025 · The Annals of Applied Statistics
with Woongchae Yoo, Spark C. Tseung
The Annals of Applied Statistics
Statistical inference for systemic risk-driven portfolio selection
published2025 · Journal of Econometrics
with Yinhuan Li, Liang Peng, Linyi Qian
Journal of Econometrics
Improving detections of serial dynamics for longitudinal actuarial data with underwriting-controlled testing
published2025 · Insurance Mathematics and Economics
Insurance Mathematics and Economics
Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance with incomplete data
published2025 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 2 citations · first circulated 2023
with Himchan Jeong, George Tzougas
Journal of the Royal Statistical Society Series C (Applied Statistics)
A revisit of the optimal excess-of-loss contract
published2024 · European Journal of Operational Research · 2 citations
with Ernest Aboagye, Vali Asimit, Liang Peng, Qiuqi Wang
European Journal of Operational Research
Testing Constant Serial Dynamics in Two-Step Risk Inference for Longitudinal Actuarial Data
published2024 · North American Actuarial Journal · 3 citations
with Yinhuan Li, Liang Peng, Linyi Qian
North American Actuarial Journal
Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach
published2024 · Metrika · 2 citations · first circulated 2022
Metrika
Diagnostic tests before modeling longitudinal actuarial data
published2023 · Insurance Mathematics and Economics · 4 citations · first circulated 2022
with Yinhuan Li, Liang Peng, Linyi Qian
Insurance Mathematics and Economics
Soft splicing model: bridging the gap between composite model and finite mixture model
published2023 · Scandinavian Actuarial Journal · 1 citations · first circulated 2022
with Himchan Jeong, George Tzougas
Scandinavian Actuarial Journal
Improving risk classification and ratemaking using mixture‐of‐experts models with random effects
published2023 · Journal of Risk & Insurance · 6 citations
with Spark C. Tseung, Ian Weng Chan, Andrei L. Badescu, X. Sheldon Lin
Journal of Risk & Insurance
Multivariate claim count regression model with varying dispersion and dependence parameters
published2023 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 13 citations
with Himchan Jeong, George Tzougas
Journal of the Royal Statistical Society Series A (Statistics in Society)
A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model
working paper2022 · arXiv
with Spark C. Tseung, Ian Weng Chan, Andrei L. Badescu, X. Sheldon Lin
Paper profile arXiv arXiv:2209.15212
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
published2022 · Insurance Mathematics and Economics · 13 citations · first circulated 2021
Insurance Mathematics and Economics
Mixture Composite Regression Models with Multi-type Feature Selection
published2022 · North American Actuarial Journal · 4 citations
with George Tzougas, Mario V. Wüthrich
Paper profile North American Actuarial Journal arXiv:2103.07200
Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
published2022 · North American Actuarial Journal · 18 citations · first circulated 2020
with Andrei L. Badescu, X. Sheldon Lin
North American Actuarial Journal
A New Class of Severity Regression Models with an Application to IBNR Prediction
published2020 · North American Actuarial Journal · 22 citations
with Andrei L. Badescu, X. Sheldon Lin
North American Actuarial Journal
A class of mixture of experts models for general insurance: Theoretical developments
published2019 · Insurance Mathematics and Economics · 30 citations
with Andrei L. Badescu, Xiaodong Lin
Insurance Mathematics and Economics
A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
published2019 · Astin Bulletin · 43 citations · first circulated 2018
with Andrei L. Badescu, X. Sheldon Lin, Xiaodong Lin
Astin Bulletin
Multivariate Cox Hidden Markov models with an application to operational risk
published2019 · Scandinavian Actuarial Journal · 6 citations
with Andrei L. Badescu, X. Sheldon Lin
Scandinavian Actuarial Journal

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.