DeepTriangle: A Deep Learning Approach to Loss Reserving
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References listed on IDEAS
- England, P.D. & Verrall, R.J., 2002. "Stochastic Claims Reserving in General Insurance," British Actuarial Journal, Cambridge University Press, vol. 8(3), pages 443-518, August.
- Avanzi, Benjamin & Taylor, Greg & Vu, Phuong Anh & Wong, Bernard, 2016. "Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 63-78.
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Cited by:
- Łukasz Delong & Mario V. Wüthrich, 2020. "Neural Networks for the Joint Development of Individual Payments and Claim Incurred," Risks, MDPI, vol. 8(2), pages 1-34, April.
- Stephan M. Bischofberger, 2020. "In-Sample Hazard Forecasting Based on Survival Models with Operational Time," Risks, MDPI, vol. 8(1), pages 1-17, January.
- Benjamin Avanzi & Yanfeng Li & Bernard Wong & Alan Xian, 2022. "Ensemble distributional forecasting for insurance loss reserving," Papers 2206.08541, arXiv.org, revised Jun 2024.
- Muhammed Taher Al-Mudafer & Benjamin Avanzi & Greg Taylor & Bernard Wong, 2021. "Stochastic loss reserving with mixture density neural networks," Papers 2108.07924, arXiv.org.
- Catalina Lozano-Murcia & Francisco P. Romero & Jesus Serrano-Guerrero & Arturo Peralta & Jose A. Olivas, 2024. "Potential Applications of Explainable Artificial Intelligence to Actuarial Problems," Mathematics, MDPI, vol. 12(5), pages 1-13, February.
- Greg Taylor, 2019. "Risks Special Issue on “Granular Models and Machine Learning Models”," Risks, MDPI, vol. 8(1), pages 1-2, December.
- Xu, Shuzhe & Zhang, Chuanlong & Hong, Don, 2022. "BERT-based NLP techniques for classification and severity modeling in basic warranty data study," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 57-67.
- Avanzi, Benjamin & Taylor, Greg & Wang, Melantha & Wong, Bernard, 2021. "SynthETIC: An individual insurance claim simulator with feature control," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 296-308.
- Kevin Kuo & Daniel Lupton, 2020. "Towards Explainability of Machine Learning Models in Insurance Pricing," Papers 2003.10674, arXiv.org.
- Daniel Doyle & Chris Groendyke, 2018. "Using Neural Networks to Price and Hedge Variable Annuity Guarantees," Risks, MDPI, vol. 7(1), pages 1-19, December.
- Yang Qiao & Chou-Wen Wang & Wenjun Zhu, 2024. "Machine learning in long-term mortality forecasting," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 340-362, April.
- Simon CK Lee, 2020. "Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing," Risks, MDPI, vol. 8(1), pages 1-21, February.
- Valandis Elpidorou & Carolin Margraf & María Dolores Martínez-Miranda & Bent Nielsen, 2019. "A Likelihood Approach to Bornhuetter–Ferguson Analysis," Risks, MDPI, vol. 7(4), pages 1-20, December.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2018-05-14 (Big Data)
- NEP-CMP-2018-05-14 (Computational Economics)
- NEP-RMG-2018-05-14 (Risk Management)
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