Allende-Platz 1
Hamburg, 20146
Germany
University of Hamburg
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
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
Insurance modeling, actuarial modeling, statistical modeling, regression, generalized linear models, neural networks, mixture models, expectation-maximization algorithm, maximum likelihood estimation, regularization, forecast dominance, scoring
explainable AI (XAI), model-agnostic tools, deep learning, attribution, accumulated local eects (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