Universitetsvägen 10
Stockholm, Stockholm SE-106 91
Sweden
Stockholm University
SSRN RANKINGS
in Total Papers Downloads
discrimination, differentiation, insurance pricing, individual policy char- acteristics, discriminatory covariates, direct discrimination, indirect discrimination, neural networks, complex algorithmic models, causal inference, confounding
IFRS 17, Financial Performance, Valuation, Allocation
claims reserving, general insurance, individual claims data, micro-level reserving, neural networks, IBNR claims, RBNS claims, chain-ladder method, over-dispersed Poisson model
mean squared error of prediction, reserving methods, prediction error, estimation error, ultimate claim amount, claims development result, chain ladder method
Expectation-Maximization, neural networks, boosting, mixtures of distributions
Proportional frailty, pandemic mortality stress, selection effects, Gompertz-Makeham, COVID-19
sequential neural networks, mortality forecasting, ensemble models, boosting, Lee-Carter model
compound Poisson model, gamma claim sizes, Tweedie's distribution, exponential dispersion family, generalized linear models, neural network
