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add jss_paper preprint to vignettes
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Expand Up @@ -61,7 +61,9 @@ Suggests:
tensorflow (>= 2.0.0),
testthat (>= 2.1.0),
tidyr (>= 1.0.2),
tibble
tibble,
bench,
survival
LinkingTo:
BH,
Rcpp,
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329 changes: 329 additions & 0 deletions vignettes/bibliography.bib
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@article{Rosenstock2022,
author = {Axel Bücher and Alexander Rosenstock},
title = {Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks.},
year = {2022},
JOURNAL = {Eur. Actuar. J.},
FJOURNAL = {European Actuarial Journal},
YEAR = {2022},
OPTISSN = {2190-9733},
MRCLASS = {Expansion},
MRNUMBER = {3878376},
doi = {10.1007/s13385-022-00314-4}
}

@misc{Rosenstock2022supp,
author = {Axel Bücher and Alexander Rosenstock},
title = {Supplementary Material: Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks.},
year = {2022},
url = {https://link.springer.com/article/10.1007/s13385-022-00314-4#Sec27}
}

@article{Rosenstock2023,
author = {Axel Bücher and Alexander Rosenstock},
title = {Combined modelling of micro-level outstanding claim counts and individual claim frequencies in general insurance},
journal = {SSRN},
year = {2023},
DOI = {10.2139/ssrn.4564502},
}

@article{fitdistrplus,
title = {fitdistrplus: An R Package for Fitting Distributions},
volume = {64},
doi = {10.18637/jss.v064.i04},
number = {4},
journal = {Journal of Statistical Software},
author = {Delignette-Muller, Marie Laure and Dutang, Christophe},
year = {2015},
pages = {1–34}
}

@article{evmix,
title = {evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation},
volume = {84},
doi = {10.18637/jss.v084.i05},
number = {5},
journal = {Journal of Statistical Software},
author = {Hu, Yang and Scarrott, Carl},
year = {2018},
pages = {1–27}
}

@Book{MASS,
title = {Modern Applied Statistics with S},
author = {W. N. Venables and B. D. Ripley},
publisher = {Springer},
edition = {Fourth},
address = {New York},
year = {2002},
note = {ISBN 0-387-95457-0},
url = {https://www.stats.ox.ac.uk/pub/MASS4/},
}

@Manual{survival,
title = {A Package for Survival Analysis in R},
author = {Terry M Therneau},
year = {2023},
note = {R package version 3.5-7},
url = {https://CRAN.R-project.org/package=survival},
}

@Manual{ExtDist,
title = {ExtDist: Extending the Range of Functions for Probability Distributions},
author = {Haizhen Wu and A. Jonathan R. Godfrey and Kondaswamy Govindaraju and Sarah Pirikahu},
year = {2023},
note = {R package version 0.7-1},
url = {https://CRAN.R-project.org/package=ExtDist},
}

@Manual{ROOPSD,
title = {ROOPSD: R Object Oriented Programming for Statistical Distribution},
author = {Yoann Robin},
year = {2022},
note = {R package version 0.3.8},
url = {https://CRAN.R-project.org/package=ROOPSD},
}

@Article{flexsurv,
title = {{flexsurv}: A Platform for Parametric Survival Modeling in {R}},
author = {Christopher Jackson},
journal = {Journal of Statistical Software},
year = {2016},
volume = {70},
number = {8},
pages = {1--33},
doi = {10.18637/jss.v070.i08},
}

@Manual{tensorflowR,
title = {tensorflow: R Interface to 'TensorFlow'},
author = {JJ Allaire and Yuan Tang},
year = {2022},
note = {R package version 2.11.0},
url = {https://CRAN.R-project.org/package=tensorflow},
}

@Manual{kerasR,
title = {keras: R Interface to 'Keras'},
author = {Chollet, Fran\c{c}ois and Allaire, JJ and others},
year = {2017},
publisher = {GitHub},
url = {https://github.com/rstudio/keras}
}

@article{Gui2018,
title = {Fitting the Erlang mixture model to data via a GEM-CMM algorithm},
journal = {Journal of Computational and Applied Mathematics},
volume = {343},
pages = {189-205},
year = {2018},
issn = {0377-0427},
doi = {https://doi.org/10.1016/j.cam.2018.04.032},
author = {Wenyong Gui and Rongtan Huang and X. Sheldon Lin},
keywords = {Erlang mixture model, Insurance loss data, Generalized EM algorithm, Clusterized method of moments, Local search method},
}

@article{deepregression,
title = {deepregression: A Flexible Neural Network Framework for Semi-Structured Deep Distributional Regression},
volume = {105},
doi = {10.18637/jss.v105.i02},
number = {2},
journal = {Journal of Statistical Software},
author = {Rügamer, David and Kolb, Chris and Fritz, Cornelius and Pfisterer, Florian and Kopper, Philipp and Bischl, Bernd and Shen, Ruolin and Bukas, Christina and Barros de Andrade e Sousa, Lisa and Thalmeier, Dominik and Baumann, Philipp F. M. and Kook, Lucas and Klein, Nadja and Müller, Christian L.},
year = {2023},
pages = {1–31}
}

@article{GAMLSS,
title = {Generalized Additive Models for Location Scale and Shape (GAMLSS) in R},
volume = {23},
doi = {10.18637/jss.v023.i07},
number = {7},
journal = {Journal of Statistical Software},
author = {Stasinopoulos, D. Mikis and Rigby, Robert A.},
year = {2007},
pages = {1–46}
}

@Manual{R6,
title = {R6: Encapsulated Classes with Reference Semantics},
author = {Winston Chang},
year = {2021},
note = {R package version 2.5.1},
url = {https://CRAN.R-project.org/package=R6},
}

@misc{nloptr,
title = {The {NLopt} nonlinear-optimization package},
author = {Steven G. Johnson},
year = {2007},
howpublished = {\url{https://github.com/stevengj/nlopt}}
}

@Article{nloptr-slsqp,
author = {Dieter Kraft},
title = {Algorithm 733: {TOMP}--Fortran modules for optimal control calculations},
doi = {10.1145/192115.192124},
year = {1994},
volume = {20},
pages = {262--281},
journal = {{ACM} Transactions on Mathematical Software}
}

@Article{nloptr-tnewton,
author = {Ron S. Dembo and Trond Steihaug},
title = {Truncated-{N}ewton algorithms for large-scale unconstrained optimization},
doi = {10.1007/bf02592055},
year = {1983},
volume = {26},
pages = {190--212},
journal = {Mathematical Programming}
}

@Article{nloptr-lbfgs,
author = {Dong C. Liu and Jorge Nocedal},
title = {On the limited memory {BFGS} method for large scale optimization},
doi = {10.1007/bf01589116},
year = {1989},
volume = {45},
pages = {503--528},
journal = {Mathematical Programming}
}

@Book{GroeneboomWellner1992,
author = {Piet Groeneboom and Jon A. Wellner},
title = {Information Bounds and Nonparameteric Maximum Likelihood Estimation},
doi = {10.1007/978-3-0348-8621-5},
year = {1992},
publisher = {Birkhäuser Basel},
series = {Oberwolfach Seminars},
issn = {1661-237X},
isbn = {978-3-0348-8621-5}
}

@Book{DoerreEmura2019,
author = {Achim D\"orre and Takeshi Emura},
title = {Analysis of Doubly Truncated Data},
subtitle = {An Introduction},
doi = {10.1007/978-981-13-6241-5},
year = {2019},
publisher = {Springer Singapore},
series = {SpringerBriefs in Statistics},
issn = {2191-544X},
isbn = {978-981-13-6241-5}
}

@Article{ll2012,
title = {Modeling Dependent Risks with Multivariate Erlang Mixtures},
journal = {ASTIN Bulletin},
author = {Lee, Simon C.K. and Lin, X. Sheldon},
year = {2012},
volume = {42},
number = {1},
pages = {153–180},
doi = {10.2143/AST.42.1.2160739},
publisher = {Cambridge University Press}
}

@InProceedings{Kingma2015,
title = {Adam: A Method for Stochastic Optimization},
booktitle = {Proceedings of the Third International Conference on Learning Representations},
author = {Diederik P. Kingma and Jimmy Ba},
journal = {CoRR},
year = {2015},
series = {ICLR'15}
}

@misc{tensorflow,
title = { {TensorFlow}: Large-Scale Machine Learning on Heterogeneous Systems},
url = {https://www.tensorflow.org/},
note = {Software available from tensorflow.org},
author = {
Mart\'{i}n Abadi and
Ashish Agarwal and
Paul Barham and
Eugene Brevdo and
Zhifeng Chen and
Craig Citro and
Greg S. Corrado and
Andy Davis and
Jeffrey Dean and
Matthieu Devin and
Sanjay Ghemawat and
Ian Goodfellow and
Andrew Harp and
Geoffrey Irving and
Michael Isard and
Yangqing Jia and
Rafal Jozefowicz and
Lukasz Kaiser and
Manjunath Kudlur and
Josh Levenberg and
Dandelion Man\'{e} and
Rajat Monga and
Sherry Moore and
Derek Murray and
Chris Olah and
Mike Schuster and
Jonathon Shlens and
Benoit Steiner and
Ilya Sutskever and
Kunal Talwar and
Paul Tucker and
Vincent Vanhoucke and
Vijay Vasudevan and
Fernanda Vi\'{e}gas and
Oriol Vinyals and
Pete Warden and
Martin Wattenberg and
Martin Wicke and
Yuan Yu and
Xiaoqiang Zheng
},
year = {2015}
}

@article{Zhang2005,
author = {Zhang, Zhigang and Sun, Liuquan and Zhao, Xingqiu and Sun, Jianguo},
title = {Regression analysis of interval-censored failure time data with linear transformation models},
journal = {Canadian Journal of Statistics},
volume = {33},
number = {1},
pages = {61-70},
keywords = {Covariate effects, interval-censored failure time data, linear transformation models, semiparametric regression},
doi = {https://doi.org/10.1002/cjs.5540330105},
year = {2005}
}

@book{DobsonBarnett2018,
place = {Boca Raton},
edition = {4},
title = {An introduction to generalized linear models},
publisher = {CRC Press, Taylor \& Francis Group},
author = {Dobson, Annette J. and Barnett, Adrian G.},
isbn = {978-1-315-18278-0},
doi = {10.1201/9781315182780},
year = {2018}
}

@book{Sun2006,
author = {Sun, Jianguo},
title = {The statistical analysis of interval-censored failure time data},
series = {Statistics for Biology and Health},
publisher = {Springer, New York},
year = {2006},
pages = {xvi+302},
isbn = {978-0-387-32905-5},
doi = {10.1007/0-387-37119-2},
MRCLASS = {62-02 (62-07 62G05 62N01 62N05 92B15)},
MRNUMBER = {2287318},
}


@Manual{baseR,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2023},
url = {https://www.R-project.org/},
}
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