22 mai 2023Learning Inter-Annual Flood Loss Risk Models from Historical Flood Insurance ClaimsThis research evaluates different regression models to predict #flood-induced #insuranceclaims, using the #us #national #floodinsurance...
20 déc. 2022Prediction of Auto Insurance Risk Based on t-SNE Dimensionality Reduction"... we develop a framework based on a combination of a neural network together with a dimensionality reduction technique t-SNE...
27 oct. 2022A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" The aim is to come up with a convex risk functional that incorporates a sefety margin with respect to nonparametric uncertainty and...
17 mai 2022Mack-Net model: Blending Mack's model with Recurrent Neural Networks"... blending traditional reserving models with deep and machine learning techniques leads to a more accurate assessment of general...
8 févr. 2022Corporate Controversies and Financial Stability in the Non-Life Insurance Industry"Neural networks are suggested for learning a map from d -dimensional samples with any underlying dependence structure to multivariate...
8 févr. 2022Dependence model assessment and selection with DecoupleNets"Neural networks are suggested for learning a map from d' dimensional samples with any underlying dependence structure to multivariate...