Similar Search Results

Time-series forecasting of mortality rates using deep learning

Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 572-598

Persistent link: https://www.econbiz.de/10012624635

Neural network embedding of the over-dispersed Poisson reserving model

Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2020 (2020) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10012195016

A neural network extension of the Lee-Carter model to multiple populations

Richman, Ronald; Wüthrich, Mario V. - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 346-366

Persistent link: https://www.econbiz.de/10012593584

Discrimination-free insurance pricing

Lindholm, Mathias; Richman, Ronald; Tsanakas, Andreas; … - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 55-89

Persistent link: https://www.econbiz.de/10012805739

Nagging predictors

Richman, Ronald; Wüthrich, Mario V. - In: Risks : open access journal 8 (2020) 3/83, pp. 1-26

We define the nagging predictor, which, instead of using bootstrapping to produce a series of i.i.d. predictors, exploits the randomness of neural network calibrations to provide a more stable and accurate predictor than is available from a single neural network run. Convergence results for the...

Persistent link: https://www.econbiz.de/10012293262

Accurate and explainable mortality forecasting with the LocalGLMnet

Perla, Francesca; Richman, Ronald; Scognamiglio, Salvatore - In: Scandinavian actuarial journal 2024 (2024) 7, pp. 739-761

Persistent link: https://www.econbiz.de/10015052479

Market-consistent actuarial valuation

Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg - 2008

Persistent link: https://www.econbiz.de/10003489598

Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model

Wüthrich, Mario V. - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 352-358

Persistent link: https://www.econbiz.de/10009736099

On the cost-of-capital rate under incomplete market valuation

Albrecher, Hansjörg; Eisele, Karl-Theodor; Steffensen, … - In: The journal of risk & insurance 89 (2022) 4, pp. 1139-1158

Persistent link: https://www.econbiz.de/10013465899

Indifference pricing for CRRA utilities

Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. - In: Mathematics and financial economics 7 (2013) 3, pp. 247-280

Persistent link: https://www.econbiz.de/10009754856