The credibility transformer

DOI10.1007/S13385-025-00413-YMaRDI QIDQ6912329zbMATH OpenFDO

Authors Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich

Publication date 22 October 2025

Published in European Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S13385-025-00413-Y

zbMATH Keywords

credibilityentity embeddingfeature-engineeringtabular datatransformer

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Actuarial mathematics (91G05)

Cites work

• Bias regularization in neural network models for general insurance pricing
• Enhancing actuarial non-life pricing models via transformers
• High-cardinality categorical covariates in network regressions
• scientific article; zbMATH DE number 3314912 (Why is no real title available?)
• Introduction to Information Retrieval
• LocalGLMnet: interpretable deep learning for tabular data
• Making and evaluating point forecasts
• Statistical foundations of actuarial learning and its applications
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The use of autoencoders for training neural networks with mixed categorical and numerical features

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