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Gee Y. Lee
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Cited by
Year
Multivariate frequency-severity regression models in insurance
EW Frees, G Lee, L Yang
Risks 4 (1), 4, 2016
1312016
A dependent frequency–severity approach to modeling longitudinal insurance claims
GY Lee, P Shi
Insurance: Mathematics and Economics 87, 115-129, 2019
422019
Actuarial applications of word embedding models
GY Lee, S Manski, T Maiti
ASTIN Bulletin: The Journal of the IAA 50 (1), 1-24, 2020
262020
Rating endorsements using generalized linear models
EW Frees, G Lee
Variance 10 (1), 51-74, 2015
202015
General insurance deductible ratemaking
GY Lee
North American Actuarial Journal 21 (4), 620-638, 2017
162017
Optimal reinsurance with model uncertainty and Stackelberg game
J Gavagan, L Hu, GY Lee, H Liu, A Weixel
Scandinavian Actuarial Journal 2022 (1), 29-48, 2022
152022
Copula regression for compound distributions with endogenous covariates with applications in insurance deductible pricing
P Shi, GY Lee
Journal of the American Statistical Association 117 (539), 1094-1109, 2022
132022
Extracting information from textual descriptions for actuarial applications
S Manski, K Yang, GY Lee, T Maiti
Annals of Actuarial Science 15 (3), 605-622, 2021
52021
Loss amount prediction from textual data using a double GLM with shrinkage and selection
S Manski, K Yang, GY Lee, T Maiti
European Actuarial Journal 12 (2), 503-528, 2022
12022
General insurance deductible ratemaking with applications to the local government property insurance fund
GY Lee, EW Frees
12016
Nonparametric intercept regularization for insurance claim frequency regression models
GY Lee, H Jeong
Annals of Actuarial Science, 1-26, 2024
2024
Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers
GY Lee
North American Actuarial Journal 27 (4), 787-805, 2023
2023
Regression Shrinkage and Selection for Actuarial Models
GY Lee
Variance 14 (2), 2021
2021
Treatment level and store level analyses of healthcare data
K Wang, J Ding, KR Lidwell, S Manski, GY Lee, EX Esposito
Risks 7 (2), 43, 2019
2019
Multivariate Insurance Loss Models with Applications in Risk Retention
GY Lee
The University of Wisconsin-Madison, 2017
2017
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Articles 1–15