Ensemble distributional forecasting for insurance loss reserving
Benjamin Avanzi, Yanfeng Li, Bernard Wong and Alan Xian
| Year of publication: |
2024
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|---|---|
| Authors: | Avanzi, Benjamin ; Li, Yanfeng ; Wong, Bernard ; Xian, Alan |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 9, p. 971-1012
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| Subject: | Aggregate loss reserving | distributional forecast | ensemble learning | linear pool | Prognoseverfahren | Forecasting model | Theorie | Theory | Versicherung | Insurance | Verlust | Loss |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2024.2365392 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188234