A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL (Q5213437)

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scientific article; zbMATH DE number 7161999
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A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
scientific article; zbMATH DE number 7161999

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    A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL (English)
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    3 February 2020
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    cross-classified overdispersed Poisson model
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    claims reserving in insurance
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    chain-ladder reserves
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    neural network
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    embedding
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    claim counts
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    claim amounts
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    learning across portfolios
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    boosting
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