A neural network boosted double overdispersed poisson claims reserving model
Year of publication: |
2020
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Authors: | Gabrielli, Andrea |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 1, p. 25-60
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Subject: | Cross-classified overdispersed Poisson model | claims reserving in insurance | chain-ladder reserves | neural network | embedding | claim counts | claim amounts | learning across portfolios | boosting | Theorie | Theory | Neuronale Netze | Neural networks |
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