Showing 1 - 10 of 222
This paper proposes a generalized deep learning approach for predicting claims developments for non-life insurance …-ladder predicted outstanding claims are used as part of the multi-task learning to remove the dependence on case estimates. Grid … outperforms both traditional chain-ladder methodology, the automated machine learning approaches (AutoML), and the original …
Persistent link: https://www.econbiz.de/10014480914
the projected mortality rates. Therefore, we propose an alternative approach the ARIMA processes based on a deep learning …
Persistent link: https://www.econbiz.de/10012015810
interest in FX modeling and prediction. Recently, machine learning (ML) and deep learning (DL) techniques have shown promising …
Persistent link: https://www.econbiz.de/10015066311
mining frameworks, including metamodeling and active learning, have been proposed in recent years. Active learning, a …. Successful application of active learning requires an effective metric in order to gauge the informativeness of data. Current … portfolio valuation and investigate the impact of prediction bias in both the modeling and sampling stages of active learning …
Persistent link: https://www.econbiz.de/10014636846
predicting loan eligibility remains a critical yet underexplored challenge. While machine learning and deep learning techniques … investigated. This study aims to evaluate and compare the predictive effectiveness of four supervised learning models - such as … distinct strengths. Deep Learning achieved the highest classification accuracy (85.55%), while random forest demonstrated …
Persistent link: https://www.econbiz.de/10015408936
information of the financial supervisory service of South Korea from 2008 to 2019. In this study, machine learning techniques …-driven approaches using machine learning techniques. …
Persistent link: https://www.econbiz.de/10012426967
quarterly under regulation for transparent management information. This study employs a combination of Machine learning … least-squares regression (OLS). As a result of the findings from Machine learning techniques, a set of important predictors …
Persistent link: https://www.econbiz.de/10012805414
, the present study attempts to establish a bankruptcy prediction model using a machine learning approach and to compute and … using a two-step feature selection technique. First, a relief algorithm is used for primary screening of useful features …
Persistent link: https://www.econbiz.de/10012292870
modeling techniques in improving pension participation. The study utilized three tree-based machine learning algorithms and a …
Persistent link: https://www.econbiz.de/10014303858
We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving data across lines of business, and show that they...
Persistent link: https://www.econbiz.de/10012126426