High-dimensional claim severity modeling with misrepresentation adjustment via deep learning

DOI10.1017/ASB.2026.10115MaRDI QIDQ7364789zbMATH OpenFDO

Authors Peng-Cheng Zhang, Jianwei Gang, Shilong Li, Xiaoyan Wang

Publication date 2 October 2026

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/ASB.2026.10115

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites work

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• Nearly unbiased variable selection under minimax concave penalty
• Neural networks applied to chain-ladder reserving
• One-step sparse estimates in nonconcave penalized likelihood models
• Stochastic loss reserving with mixture density neural networks
• Summarizing insurance scores using a Gini index
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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