Deep quantile and deep composite triplet regression
Tobias Fissler, Michael Merz, Mario V. Wüthrich
| Year of publication: |
2023
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|---|---|
| Authors: | Fissler, Tobias ; Merz, Michael ; Wüthrich, Mario V. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 109.2023, p. 94-112
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| Subject: | Bregman divergence | Conditional tail expectation | Consistent loss function | Elicitability | Neural network regression | Proper scoring rule | Quantile and expected shortfall regression | Splicing model | Regressionsanalyse | Regression analysis | Neuronale Netze | Neural networks | Risikomaß | Risk measure | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014282471