Neural network embedding of the over-dispersed Poisson reserving model (Q5210997)

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scientific article; zbMATH DE number 7152828
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Neural network embedding of the over-dispersed Poisson reserving model
scientific article; zbMATH DE number 7152828

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    Neural network embedding of the over-dispersed Poisson reserving model (English)
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    17 January 2020
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    cross-classified over-dispersed Poisson model
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    neural network
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    model blending
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    nested models
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    learning across portfolios
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    claims reserving in insurance
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    chain-ladder reserves
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    mean square error of prediction
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