Neural networks applied to chain-ladder reserving
From MaRDI portal
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
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (13)
A hierarchical reserving model for reported non-life insurance claims ⋮ JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING ⋮ Stochastic loss reserving with mixture density neural networks ⋮ A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis ⋮ A nonparametric sequential learning procedure for estimating the pure premium ⋮ OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH ⋮ Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks ⋮ A class of mixture of experts models for general insurance: theoretical developments ⋮ SynthETIC: an individual insurance claim simulator with feature control ⋮ A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION ⋮ A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS ⋮ Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays ⋮ Grouping of contracts in insurance using neural networks
Cites Work
- Unnamed Item
- 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
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- 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
This page was built for publication: Neural networks applied to chain-ladder reserving
