Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels (Q2155838)
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English | 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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