Bias regularization in neural network models for general insurance pricing

DOI10.1007/s13385-019-00215-zzbMath1452.91282OpenAlexW2979748475WikidataQ127103270 ScholiaQ127103270MaRDI QIDQ2209793

Mario V. Wüthrich

Publication date: 4 November 2020

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-019-00215-z

zbMATH Keywords

neural networkexponential dispersion familyunbiasednessgradient descent methodgeneralized linear modelregression treebalance property

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (6)

Making Tweedie's compound Poisson model more accessible ⋮ A hierarchical reserving model for reported non-life insurance claims ⋮ Autocalibration and Tweedie-dominance for insurance pricing with machine learning ⋮ Bayesian CART models for insurance claims frequency ⋮ Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio ⋮ LocalGLMnet: interpretable deep learning for tabular data

Cites Work

• A course in credibility theory and its applications
• Information and Exponential Families
• Non-Life Insurance Pricing with Generalized Linear Models
• Actuarial Modelling of Claim Counts
• Regression Modeling with Actuarial and Financial Applications
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