A practical support vector regression algorithm and kernel function for attritional general insurance loss estimation

[1]  Bent Jørgensen,et al.  Exponential Dispersion Models and Extensions: A Review , 1992 .

[2]  Zyad Shaaban,et al.  Normalization as a Preprocessing Engine for Data Mining and the Approach of Preference Matrix , 2006, 2006 International Conference on Dependability of Computer Systems.

[3]  J. David Cummins Allocation of Capital in the Insurance Industry , 2000 .

[4]  Le Song,et al.  A Hilbert Space Embedding for Distributions , 2007, Discovery Science.

[5]  R. Horn On infinitely divisible matrices, kernels, and functions , 1967 .

[6]  Yoshua Bengio,et al.  Algorithms for Hyper-Parameter Optimization , 2011, NIPS.

[7]  Mario V. Wüthrich,et al.  Neural networks applied to chain–ladder reserving , 2018, European Actuarial Journal.

[8]  Chain Ladder Reserve Risk Estimators , 2007 .

[9]  BAYESIAN CHAIN LADDER MODELS , 2014, ASTIN Bulletin.

[10]  George E. Sakr,et al.  Comparing deep learning and support vector machines for autonomous waste sorting , 2016, 2016 IEEE International Multidisciplinary Conference on Engineering Technology (IMCET).

[11]  Bernhard Schölkopf,et al.  Kernel Mean Embedding of Distributions: A Review and Beyonds , 2016, Found. Trends Mach. Learn..

[12]  Robert M. Haralick,et al.  Feature normalization and likelihood-based similarity measures for image retrieval , 2001, Pattern Recognit. Lett..

[13]  Zinoviy Landsman,et al.  Credibility evaluation for the exponential dispersion family , 1999 .

[14]  Kevin Kuo DeepTriangle: A Deep Learning Approach to Loss Reserving , 2018, ArXiv.

[15]  P. England,et al.  Stochastic Claims Reserving in General Insurance , 2002, British Actuarial Journal.

[16]  David Applebaum,et al.  Lévy Processes and Stochastic Calculus by David Applebaum , 2009 .

[17]  Corinna Cortes,et al.  Support-Vector Networks , 1995, Machine Learning.

[18]  T. Mack Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates , 1993, ASTIN Bulletin.

[19]  Mario V. Wüthrich Machine learning in individual claims reserving , 2016 .

[20]  Bernhard Schölkopf,et al.  Hilbert Space Embeddings and Metrics on Probability Measures , 2009, J. Mach. Learn. Res..