Jürg Schelldorfer

Swiss Re

Mythenquai 50/60

Zurich, 8022

Switzerland

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Scholarly Papers (1)

1.

Nesting Classical Actuarial Models into Neural Networks

Number of pages: 27 Posted: 25 Jan 2019
Jürg Schelldorfer and Mario V. Wuthrich
Swiss Re and RiskLab, ETH Zurich
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Citation 7

Abstract:

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regression model, generalized linear model, neural network model, embedding layer, representation learning, Poisson regression