Stochastic loss reserving with mixture density neural networks
Year of publication: |
2022
|
---|---|
Authors: | Al-Mudafer, Muhammed Taher ; Avanzi, Benjamin ; Taylor, Greg ; Wong, Bernard |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 105.2022, p. 144-174
|
Subject: | Loss reserving | Neural network | Mixture density network | Distributional forecasting | Machine learning | Statistische Verteilung | Statistical distribution | Theorie | Theory | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Bayes-Statistik | Bayesian inference |
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