A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
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Cites work
- 10.1162/153244303322533223
- An introduction to statistical learning. With applications in R
- Approximation by superpositions of a sigmoidal function
- Bayesian chain ladder models
- Deep learning
- Double chain ladder
- scientific article; zbMATH DE number 6378127 (Why is no real title available?)
- scientific article; zbMATH DE number 3926045 (Why is no real title available?)
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- Multilayer feedforward networks are universal approximators
Cited in
(14)- An individual claims reserving model for reported claims
- Stochastic loss reserving with mixture density neural networks
- Dispersion modelling of outstanding claims with double Poisson regression models
- Deep quantile and deep composite triplet regression
- Collective reserving using individual claims data
- Neural network embedding of the over-dispersed Poisson reserving model
- The balance property in neural network modelling
- Robust claim frequency modeling through phase-type mixture-of-experts regression
- Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization
- Neural networks approach for determining total claim amounts in insurance
- Ensemble distributional forecasting for insurance loss reserving
- Multiple yield curve modeling and forecasting using deep learning
- Kernel Poisson regression machine for stochastic claims reserving
- \texttt{SynthETIC}: an individual insurance claim simulator with feature control
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