Neural network embedding of the over-dispersed Poisson reserving model

Andrea Gabrielli, Ronald Richman and Mario V. Wüthrich

Year of publication:	2020
Authors:	Gabrielli, Andrea ; Richman, Ronald ; Wüthrich, Mario V.
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

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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

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