Search Results - subject:"granular models"

SPLICE : a synthetic paid loss and incurred cost experience simulator

Avanzi, Benjamin; Taylor, Greg; Wang, Melantha - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 7-35

Persistent link: https://www.econbiz.de/10014306849

Loss reserving models: Granular and machine learning forms

Taylor, Greg - In: Risks 7 (2019) 3, pp. 1-18

The purpose of this paper is to survey recent developments in granular models and machine learning models for loss … archaeological vignettes from the history of loss reserving. However, the larger part of the paper is concerned with the granular … models and machine learning models. Their relative merits are discussed, as are the factors governing the choice between them …

Persistent link: https://www.econbiz.de/10013200500

Penalising unexplainability in neural networks for predicting payments per claim incurred

H. L. Poon, Jacky - In: Risks 7 (2019) 3, pp. 1-11

In actuarial modelling of risk pricing and loss reserving in general insurance, also known as P&C or non-life insurance, there is business value in the predictive power and automation through machine learning. However, interpretability can be critical, especially in explaining to key...

Persistent link: https://www.econbiz.de/10013200513

Loss reserving models : granular and machine learning forms

Taylor, Greg - In: Risks : open access journal 7 (2019) 3/82, pp. 1-18

Persistent link: https://www.econbiz.de/10012127545

Penalising unexplainability in neural networks for predicting payments per claim incurred

H. L. Poon, Jacky - In: Risks : open access journal 7 (2019) 3/95, pp. 1-11

Persistent link: https://www.econbiz.de/10012126431

SynthETIC : an individual insurance claim simulator with feature control

Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, … - In: Insurance / Mathematics & economics 100 (2021), pp. 296-308

Persistent link: https://www.econbiz.de/10012622394

Analytical calculation of critical perturbation amplitudes and critical densities by non-linear stability analysis of a simple traffic flow model

Helbing, D.; Moussaid, M. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 4, pp. 571-581

Persistent link: https://www.econbiz.de/10009281822

Neumann, T. - In: The European Physical Journal B - Condensed Matter and … 67 (2009) 1, pp. 133-138

Persistent link: https://www.econbiz.de/10009281881

On the controversy around Daganzo’s requiem for and Aw-Rascle’s resurrection of second-order traffic flow models

Helbing, D.; Johansson, A. F. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 4, pp. 549-562

Persistent link: https://www.econbiz.de/10009282381

Derivation of non-local macroscopic traffic equations and consistent traffic pressures from microscopic car-following models

Helbing, D. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 4, pp. 539-548

Persistent link: https://www.econbiz.de/10009282400