Penalising Unexplainability in Neural Networks for Predicting Payments per Claim Incurred
In actuarial modelling of risk pricing and loss reserving in general insurance, also known as P&C or non-life insurance, there is business value in the predictive power and automation through machine learning. However, interpretability can be critical, especially in explaining to key stakeho...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-09-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/7/3/95 |