Stochastic loss reserving with mixture density neural networks
Muhammed Taher Al-Mudafer, Benjamin Avanzi, Greg Taylor, Bernard Wong
| Year of publication: |
2022
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|---|---|
| Authors: | Al-Mudafer, Muhammed Taher ; Avanzi, Benjamin ; Taylor, Greg ; Wong, Bernard |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 105.2022, p. 144-174
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| Subject: | Loss reserving | Neural network | Mixture density network | Distributional forecasting | Machine learning | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Stochastischer Prozess | Stochastic process | Verlust | Loss | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.03.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013348990