Neural network embedding of the over-dispersed Poisson reserving model (Q5210997)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7152828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Neural network embedding of the over-dispersed Poisson reserving model |
scientific article; zbMATH DE number 7152828 |
Statements
Neural network embedding of the over-dispersed Poisson reserving model (English)
0 references
17 January 2020
0 references
cross-classified over-dispersed Poisson model
0 references
neural network
0 references
model blending
0 references
nested models
0 references
learning across portfolios
0 references
claims reserving in insurance
0 references
chain-ladder reserves
0 references
mean square error of prediction
0 references
0.91545624
0 references
0.8601201
0 references
0.8366954
0 references
0.82692033
0 references
0.8240197
0 references
0.8199137
0 references
0.8162898
0 references