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MaRDI QIDQ7388659CRANFDO

Authors Emil Hofman, Gabriele Pittarello, Munir Hiabu

Last update 15 September 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 1.0.0, 1.1.0

Description

Prediction of claim counts using the feature based development factors introduced in the manuscript Hiabu M., Hofman E. and Pittarello G. (2023) <doi:10.48550/arXiv.2312.14549>. Implementation of Neural Networks, Extreme Gradient Boosting, and Cox model with splines to optimise the partial log-likelihood of proportional hazard models.

Cites work

• A machine learning approach based on survival analysis for IBNR frequencies in non-life reserving

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