Andrea Gabrielli

ETH Zurich, Department of Mathematics, RiskLab, Students

PhD Student

Switzerland

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 39,676

SSRN RANKINGS

Top 39,676

in Total Papers Downloads

1,272

SSRN CITATIONS

9

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Neural Network Embedding of the Over-Dispersed Poisson Reserving Model

Number of pages: 30 Posted: 14 Dec 2018
Andrea Gabrielli, Ronald Richman and Mario V. Wuthrich
ETH Zurich, Department of Mathematics, RiskLab, Students, QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 516 (60,885)
Citation 8

Abstract:

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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

2.

Back-Testing the Chain-Ladder Method

Number of pages: 29 Posted: 31 Jul 2018
Andrea Gabrielli and Mario V. Wuthrich
ETH Zurich, Department of Mathematics, RiskLab, Students and RiskLab, ETH Zurich
Downloads 328 (103,928)

Abstract:

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chain-ladder, individual claims history simulation machine, claims reserving, loss reserving, back-testing, portfolio size, reserve uncertainty

3.

Individual Claims History Simulation Machine

Number of pages: 34 Posted: 06 Mar 2018
Andrea Gabrielli and Mario V. Wuthrich
ETH Zurich, Department of Mathematics, RiskLab, Students and RiskLab, ETH Zurich
Downloads 241 (143,511)

Abstract:

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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

4.

A Neural Network Boosted Double Over-Dispersed Poisson Claims Reserving Model

Number of pages: 30 Posted: 22 Apr 2019
Andrea Gabrielli
ETH Zurich, Department of Mathematics, RiskLab, Students
Downloads 105 (288,008)
Citation 4

Abstract:

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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

5.

Mean-Variance and Mean-Variance-Correlation Neural Network Regression Models

Number of pages: 17 Posted: 20 Aug 2019
Andrea Gabrielli
ETH Zurich, Department of Mathematics, RiskLab, Students
Downloads 48 (441,885)

Abstract:

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Mean-variance regression, mean-variance-correlation regression, neural networks, multi-task learning.

6.

An Individual Claims Reserving Model for Reported Claims

Number of pages: 28 Posted: 22 Jun 2020
Andrea Gabrielli
ETH Zurich, Department of Mathematics, RiskLab, Students
Downloads 34 (502,398)

Abstract:

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Claims Reserving, Individual Claims, RBNS Reserves, Neural Networks, Multi-Task Learning, Dropout, Time Series, Micro Reserving