DeepTriangle: A Deep Learning Approach to Loss Reserving
We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving data across lines of business, and show that they improve on...
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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/2227-9091/7/3/97 |