ETH Zurich, Department of Mathematics, RiskLab, Students
cross-classified over-dispersed Poisson model, neural network, model blending, nested models, learning across portfolios, claims reserving in insurance, chain-ladder reserves, mean square error of prediction
claims reserving, individual claims, claims cash flows, micro-level stochastic reserving, loss reserving, claims simulation, neural network reserving, individual claims features, individual claims covariates, chain-ladder
chain-ladder, individual claims history simulation machine, claims reserving, loss reserving, back-testing, portfolio size, reserve uncertainty
cross-classified over-dispersed Poisson model, claims reserving in insurance, chain-ladder reserves, double chain-ladder, neural network, embedding, claim counts, claim amounts, learning across portfolios, boosting
Mean-variance regression, mean-variance-correlation regression, neural networks, multi-task learning.
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