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Neural Network Embedding of the Over-Dispersed Poisson Reserving Model · Study

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ArticleNeural Network Embedding of the Over-Dispersed Poisson Reserving Model

Ronald Richman2018

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Articlegreen2018

Neural Network Embedding of the Over-Dispersed Poisson Reserving Model

Ronald Richman · Mario V. Wüthrich

68 citations·0/0 files stored·Scandinavian Actuarial Journal

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

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References

1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates 2002Stochastic Claims Reserving in General Insurance 1999Analytic and bootstrap estimates of prediction errors in claims reserving 1998A Stochastic Model Underlying the Chain-Ladder Technique 2019A neural network extension of the Lee–Carter model to multiple populations 1991A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves 2018AI in Actuarial Science

Cited by

2019DeepTriangle: A Deep Learning Approach to Loss Reserving 2019Individual Loss Reserving Using a Gradient Boosting-Based Approach 2019A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL 2021The Determinants of Dividend Policy: An Empirical Study of Inconsistent Distribution of Dividends Using Balanced Panel Data Analysis

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2018On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Marginsarticle · 5 shared references 2019A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODELarticle · 5 shared references 2021Mind the Gap - Safely Incorporating Deep Learning Models into the Actuarial Toolkitarticle · 5 shared references 2006Predictive Distributions of Outstanding Liabilities in General Insurancearticle · 4 shared references 2011Dependent Loss Reserving using Copulasarticle · 4 shared references 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Countsarticle · 4 shared references

Details

Year2018

Typearticle

Published2018-01-01

VenueScandinavian Actuarial Journal

ISSN-L0346-1238

Languageen

Citations68

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1080/03461238.2019.1633394

openalex_workW2902471886

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