Delong, Łukasz; Wüthrich, Mario V. - In: Risks : open access journal 8 (2020) 2/33, pp. 1-34
The goal of this paper is to develop regression models and postulate distributions which can be used in practice to describe the joint development process of individual claim payments and claim incurred. We apply neural networks to estimate our regression models. As regressors we use the whole...