Machine learning in individual claims reserving
暂无分享,去创建一个
[1] Daniela M. Witten,et al. An Introduction to Statistical Learning: with Applications in R , 2013 .
[2] Wei-Yin Loh,et al. Classification and regression trees , 2011, WIREs Data Mining Knowl. Discov..
[3] Katrien Antonio,et al. Micro-level stochastic loss reserving for general insurance , 2012 .
[4] G. McGuire,et al. Individual Claim Loss Reserving Conditioned by Case Estimates , 2008, Annals of Actuarial Science.
[5] M. Wüthrich,et al. Understanding Reporting Delay in General Insurance , 2016 .
[6] T. Therneau,et al. An Introduction to Recursive Partitioning Using the RPART Routines , 2015 .
[7] G. Samorodnitsky,et al. Prediction of outstanding payments in a Poisson cluster model , 2011 .
[8] Mario V. Wüthrich,et al. Neural networks applied to chain–ladder reserving , 2018, European Actuarial Journal.
[9] Jens Perch Nielsen,et al. The Link Between Classical Reserving and Granular Reserving Through Double Chain Ladder and its Extensions , 2016 .
[10] Robert Tibshirani,et al. The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd Edition , 2001, Springer Series in Statistics.
[11] M. Denuit,et al. INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK , 2013, ASTIN Bulletin: The Journal of the International Actuarial Association.
[12] T. Mack. Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates , 1993, ASTIN Bulletin.
[13] Arthur Charpentier,et al. Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) , 2016, 1602.08773.
[14] J. Franklin,et al. The elements of statistical learning: data mining, inference and prediction , 2005 .
[15] J. Nielsen,et al. Double chain ladder, claims development inflation and zero-claims , 2015 .
[16] Mario V. Wuthrich,et al. Stochastic Claims Reserving Manual: Advances in Dynamic Modeling , 2015 .