research
∙
12/16/2022
Preventing RNN from Using Sequence Length as a Feature
Recurrent neural networks are deep learning topologies that can be train...
share
research
∙
09/27/2022
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
We propose an approach to construct a new family of generalized Farlie-G...
research
∙
09/27/2022
Collective risk models with FGM dependence
We study copula-based collective risk models when the dependence structu...
research
∙
07/29/2022
Risk aggregation with FGM copulas
We offer a new perspective on risk aggregation with FGM copulas. Along t...
research
∙
07/06/2022
Generating function method for the efficient computation of expected allocations
Consider a risk portfolio with aggregate loss random variable S=X_1+… +X...
research
∙
05/23/2022
Exchangeable FGM copulas
Copulas are a powerful tool to model dependence between the components o...
research
∙
01/27/2022
Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network
Detailed information about individual claims are completely ignored when...
research
∙
04/26/2021
Geographic ratemaking with spatial embeddings
Spatial data is a rich source of information for actuarial applications:...
research
∙
02/11/2021
Rethinking Representations in P C Actuarial Science with Deep Neural Networks
Insurance companies gather a growing variety of data for use in the insu...
research
∙
08/29/2017
