保险损失准备金的集合分布预测

IF 1.6 3区经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Scandinavian Actuarial Journal Pub Date : 2024-07-03 DOI:10.1080/03461238.2024.2365392

Benjamin Avanzi, Yanfeng Li, Bernard Wong, Alan Xian

引用次数: 0

摘要

损失准备金通常侧重于确定一个能够产生卓越预测性能的单一模型。然而，不同的损失准备金模型擅长捕捉不同方面的损失。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Ensemble distributional forecasting for insurance loss reserving

Loss reserving generally focuses on identifying a single model that can generate superior predictive performance. However, different loss reserving models specialise in capturing different aspects ...

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY

CiteScore

3.30

自引率

11.10%

发文量

审稿时长

>12 weeks

期刊介绍： Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.