Suchergebnisse

One-Year and Ultimate Correlations in Dependent Claims Run-Off Triangles

The Use of Autoencoders for Training Neural Networks with Mixed Categorical and Numerical Features

One-year premium risk and emergence pattern of ultimate loss based on conditional distribution

In: ASTIN Bulletin: The Journal of the IAA, Volume 50, Issue 2, May 2020, pp. 479 - 511, DOI: https://doi.org/10.1017/asb.2020.10

Isotonic regression for variance estimation and its role in mean estimation and model validation

Neural Networks for the Joint Development of Individual Payments and Claim Incurred

In: Risks 2020, 8(2), https://doi.org/10.3390/risks8020033

On Cyclic Gradient Boosting Machines

Gamma Mixture Density Networks and their application to modelling insurance claim amounts

Collective Reserving using Individual Claims Data

In: Scandinavian Actuarial Journal 2021 https://www.tandfonline.com/doi/full/10.1080/03461238.2021.1921836

Making Tweedie's Compound Poisson Model More Accessible

In: Eur. Actuar. J. (2021). https://doi.org/10.1007/s13385-021-00264-3