Allende-Platz 1
Hamburg, 20146
Germany
University of Hamburg
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Insurance modeling, actuarial modeling, statistical modeling, regression, generalized linear models, neural networks, mixture models, expectation-maximization algorithm, maximum likelihood estimation, regularization, forecast dominance, scoring
Claims reserving, non-life insurance run-off, chain-ladder method, Bornhuetter-Ferguson method, claims modeling, claims development result, risk margin, run-off uncertainty, conditional mean square error of prediciton
Claims reserving, chain-ladder method, gamma-gamma Bayesian chain-ladder model, conditional mean square error of prediction, claims development result, one-year uncertainty, run-off uncertainty, Mack’s formula, Merz- Wüthrich formula, risk margin, R package ChainLadder
best-estimate reserves, dynamic hedging, sequential local risk minimization, state-price deflator, incomplete market, technical provisions, risk margin
Chain-Ladder, claims reserving, general insurance, non-life insurance, claims development result
deep learning, neural network, representation learning, model uncertainty, exponential dispersion family, Tweedie's family, generalized linear model, regression
explainable AI (XAI), model-agnostic tools, deep learning, attribution, accumulated local e ects (ALE), partial dependence plot (PDP), locally interpretable model-agnostic explanation (LIME), variable importance, post-hoc analysis
Munich chain-ladder method, claims reserving, prediction uncertainty, mean square error of prediction, multivariate Gaussian model, claims paid and claims incurred
Chain-Ladder, claims reserving, general insurance, non-life insurance, predictive distribution
general insurance, non-life insurance, claims reserving, aggregation of run-off portfolios, claims inflation, outstanding loss liabilities
stochastic claims reserving, PIC method, outstanding loss liabilities, claims payments, incurred losses, prediction uncertainty, conditional mean square error, claims development result, solvency
