Spark's Work

Academic Projects

Heterogeneous Insurance Risk with Random Effects

In this project, we propose a flexible regression model that incorporates random effects to account for latent, heterogeneous risks observed in large insurance portfolios.

LRMoE Software Packages

In this project, we develop software packages in Julia and R which implement the Logit-weighted Reduced Mixture-of-Experts model, a flexible framework for insurance loss modelling.