Deep quantile and deep composite triplet regression
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Cites work
- A GENERALISED PROPERTY EXPOSURE RATING FRAMEWORK THAT INCORPORATES SCALE-INDEPENDENT LOSSES AND MAXIMUM POSSIBLE LOSS UNCERTAINTY
- A joint quantile and expected shortfall regression framework
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- Asymptotic Statistics
- Autocalibration and Tweedie-dominance for insurance pricing with machine learning
- Composite lognormal-Pareto model with random threshold
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
- Elicitability and backtesting: perspectives for banking regulation
- Elicitation complexity of statistical properties
- Elicitation of Personal Probabilities and Expectations
- Eliciting production possibilities from a well-informed manager
- Extending composite loss models using a general framework of advanced computational tools
- Fat-tailed regression modeling with spliced distributions
- Gamma mixture density networks and their application to modelling insurance claim amounts
- Higher order elicitability and Osband's principle
- scientific article; zbMATH DE number 5957364 (Why is no real title available?)
- scientific article; zbMATH DE number 4082773 (Why is no real title available?)
- Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
- Making and evaluating point forecasts
- Modeling actuarial data with a composite lognormal-Pareto model
- On composite lognormal-Pareto models
- On the elicitability of range value at risk
- Order-sensitivity and equivariance of scoring functions
- Quantile and probability curves without crossing
- Quantile regression forests
- Quantitative risk management. Concepts, techniques and tools
- Random forests
- Regression Quantiles
- Seven proofs for the subadditivity of expected shortfall
- Severity modeling of extreme insurance claims for tariffication
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Strictly Proper Scoring Rules, Prediction, and Estimation
Cited in
(10)- Interpreting deep learning models with marginal attribution by conditioning on quantiles
- Learning Multiple Quantiles With Neural Networks
- Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
- Blended insurance scheme: a synergistic conventional-index insurance mixture
- Estimation and Inference for Nonparametric Expected Shortfall Regression over RKHS
- Regressions under Adverse Conditions
- Elicitability and identifiability of tail risk measures
- Quantile-based interpretable neural network models: mortality forecasting and actuarial simulations
- Distributional refinement network: distributional forecasting via deep learning
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