Neural networks applied to chain-ladder reserving
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Publication:2323655
DOI10.1007/s13385-018-0184-4zbMath1422.91381OpenAlexW3124155640WikidataQ129011892 ScholiaQ129011892MaRDI QIDQ2323655
Publication date: 3 September 2019
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-018-0184-4
neural networksclaims reservingindividual claims reservingclaims covariatesindividual claims featuresMack's CL modelmicro-level reserving
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Cites Work
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- A marked Cox model for the number of IBNR claims: theory
- Multilayer feedforward networks are universal approximators
- A censored copula model for micro-level claim reserving
- Prediction of outstanding payments in a Poisson cluster model
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- Micro-level stochastic loss reserving for general insurance
- Machine learning in individual claims reserving
- A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
- Learning representations by back-propagating errors
- INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
- Approximation by superpositions of a sigmoidal function
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