Ensemble distributional forecasting for insurance loss reserving-Reference-Cited by-同舟云学术

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Ensemble distributional forecasting for insurance loss reserving

Published:2024-07-03 Issue: Volume: Page:1-42
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

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

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2024.2365392

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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