Ensemble distributional forecasting for insurance loss reserving

Author:

Avanzi Benjamin1,Li Yanfeng2,Wong Bernard2,Xian Alan3

Affiliation:

1. Centre for Actuarial Studies, Department of Economics, University of Melbourne, VIC, Australia

2. School of Risk and Actuarial Studies, UNSW Business School, UNSW Sydney NSW, Australia

3. Department of Actuarial Studies and Business Analytics, Macquarie Business School, Macquarie University, NSW, Australia

Funder

Australian Research Council's

Publisher

Informa UK Limited

Reference64 articles.

1. Persistence in forecasting performance and conditional combination strategies

2. Stochastic loss reserving with mixture density neural networks;Al-Mudafer M. T.;Insurance: Mathematics and Economics,2022

3. APRA (2019). Prudential standard gps 340 insurance liability valuation. https://www.legislation.gov.au/Details/F2018L00738.

4. SynthETIC: An individual insurance claim simulator with feature control;Avanzi B.;Insurance: Mathematics and Economics,2021

5. Performance of National Weather Service Forecasts Compared to Operational, Consensus, and Weighted Model Output Statistics

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