Neural network embedding of the over-dispersed Poisson reserving model
Andrea Gabrielli, Ronald Richman and Mario V. Wüthrich
| Year of publication: |
2020
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|---|---|
| Authors: | Gabrielli, Andrea ; Richman, Ronald ; Wüthrich, Mario V. |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 1, p. 1-29
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| Subject: | chain-ladder reserves | claims reserving in insurance | Cross-classified over-dispersed Poisson model | learning across portfolios | mean square error of prediction | model blending | nested models | neural network | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Währungsreserven | Foreign exchange reserves |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1633394 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195016