Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels (Q2155838): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.03.008 / rank
 
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Property / cites work: Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping / rank
 
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Property / cites work: Q3394879 / rank
 
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Property / cites work: A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving / rank
 
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Property / cites work: Incorporating expert opinion into a stochastic model for the chain-ladder technique / rank
 
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Latest revision as of 16:03, 29 July 2024

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Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels
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    Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels (English)
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    15 July 2022
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    loss reserving
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    Bayesian Gaussian process regression
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    full additive kernels
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    input warping
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    squared exponential kernels
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