Machine Learning in Forecasting Motor Insurance Claims
Accurate insurance claims forecasting is vital for financial planning and risk management. This study introduces innovative variables,...
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18 août 2023
Demographic Issues in Longevity Risk Analysis
The paper discusses #modeling #longevity #risk, focusing on assumptions in #demographic #forecasting to project past data into the...
27 janv. 2023
The Probability Conflation: A Reply
"We respond to Tetlock et al. (2022) showing 1) how expert judgment fails to reflect tail risk, 2) the lack of compatibility between...
1 déc. 2022
The economic impact of conflict-related and policy uncertainty shocks: the case of Russia
"We show that negative shocks to the selected indicators lead to economic slowdown, with a persistent drop in GDP growth and a...
28 juin 2022
Forecasting Bank Capital Ratios Using the Prophet Model by Facebook
"... we conclude that the Prophet model does a good job of forecasting bank capital ratios, which could supplement bank stress tests by...
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