A Neutral network boosted overdispersed Poisson claims reserving model

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
<record>
<leader>00000cab a2200000 4500</leader>
<controlfield tag="001">MAP20200009900</controlfield>
<controlfield tag="003">MAP</controlfield>
<controlfield tag="005">20200326142041.0</controlfield>
<controlfield tag="008">200326e20200101bel|||p |0|||b|eng d</controlfield>
<datafield tag="040" ind1=" " ind2=" ">
<subfield code="a">MAP</subfield>
<subfield code="b">spa</subfield>
<subfield code="d">MAP</subfield>
</datafield>
<datafield tag="084" ind1=" " ind2=" ">
<subfield code="a">6</subfield>
</datafield>
<datafield tag="100" ind1=" " ind2=" ">
<subfield code="0">MAPA20200006558</subfield>
<subfield code="a">Gabrielli, Andrea</subfield>
</datafield>
<datafield tag="245" ind1="1" ind2="2">
<subfield code="a">A Neutral network boosted overdispersed Poisson claims reserving model</subfield>
<subfield code="c">Andrea Gabrielli</subfield>
</datafield>
<datafield tag="520" ind1=" " ind2=" ">
<subfield code="a">We present an actuarial claims reserving technique that takes into account both claim counts and claim amounts. Separate (overdispersed) Poisson models for the claim counts and the claim amounts are combined by a joint embedding into a neural network architecture. As starting point of the neural network calibration, we use exactly these two separate (overdispersed) Poisson models. Such a nested model can be interpreted as a boosting machine. It allows us for joint modeling and mutual learning of claim counts and claim amounts beyond the two individual (overdispersed) Poisson models.</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080592011</subfield>
<subfield code="a">Modelos actuariales</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20090041721</subfield>
<subfield code="a">Distribución Poisson-Beta</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080579258</subfield>
<subfield code="a">Cálculo actuarial</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080592042</subfield>
<subfield code="a">Modelos matemáticos</subfield>
</datafield>
<datafield tag="773" ind1="0" ind2=" ">
<subfield code="w">MAP20077000420</subfield>
<subfield code="t">Astin bulletin</subfield>
<subfield code="d">Belgium : ASTIN and AFIR Sections of the International Actuarial Association</subfield>
<subfield code="x">0515-0361</subfield>
<subfield code="g">01/01/2020 Volumen 50 Número 1 - enero 2020 , p. 25-60</subfield>
</datafield>
</record>
</collection>