Jürg Schelldorfer

Swiss Re

Mythenquai 50/60

Zurich, 8022

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

2,850

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (2)

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
Downloads 2,175 (9,677)
Citation 11

Abstract:

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

2.

LocalGLMnet: A Deep Learning Architecture for Actuaries

Number of pages: 35 Posted: 03 Sep 2021
Jürg Schelldorfer and Mario V. Wuthrich
Swiss Re and RiskLab, ETH Zurich
Downloads 675 (54,203)

Abstract:

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LocalGLMnet, neural network, deep learning, variable selection, interactions, explainable artificial intelligence, XAI, generalized linear model, GLM, tabular data, variable importance, Shapley additive explanation, natural language processing, NLP, text recognition, recurrent neural network, LSTM