Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff
Fuente:
arXiv
Saved in:
| Main Authors: | Holvoet, Freek, Antonio, Katrien, Henckaerts, Roel |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A multi-view contrastive learning framework for spatial embeddings in risk modelling
by: Holvoet, Freek, et al.
Published: (2025)
by: Holvoet, Freek, et al.
Published: (2025)
A Personal data Value at Risk Approach
by: Enriquez, Luis
Published: (2024)
by: Enriquez, Luis
Published: (2024)
Incorporating data drift to perform survival analysis on credit risk
by: Peng, Jianwei, et al.
Published: (2026)
by: Peng, Jianwei, et al.
Published: (2026)
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
by: Heranval, Antoine, et al.
Published: (2026)
by: Heranval, Antoine, et al.
Published: (2026)
Optimization of Actuarial Neural Networks with Response Surface Methodology
by: Ariuntugs, Belguutei, et al.
Published: (2024)
by: Ariuntugs, Belguutei, et al.
Published: (2024)
Forecasting Probability Distributions of Financial Returns with Deep Neural Networks
by: Michańków, Jakub
Published: (2025)
by: Michańków, Jakub
Published: (2025)
Robust and Efficient Deep Hedging via Linearized Objective Neural Network
by: Zhao, Lei, et al.
Published: (2025)
by: Zhao, Lei, et al.
Published: (2025)
Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks
by: Molavipour, Sina, et al.
Published: (2025)
by: Molavipour, Sina, et al.
Published: (2025)
Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
by: Citterio, Matteo, et al.
Published: (2024)
by: Citterio, Matteo, et al.
Published: (2024)
Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications
by: Wang, Yuhan, et al.
Published: (2024)
by: Wang, Yuhan, et al.
Published: (2024)
Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning
by: Wang, Daixin, et al.
Published: (2024)
by: Wang, Daixin, et al.
Published: (2024)
Combining Intra-Risk and Contagion Risk for Enterprise Bankruptcy Prediction Using Graph Neural Networks
by: Zhao, Yu, et al.
Published: (2022)
by: Zhao, Yu, et al.
Published: (2022)
Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs
by: Karimova, Nigar
Published: (2024)
by: Karimova, Nigar
Published: (2024)
A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices
by: Vadrevu, Ujjwala
Published: (2026)
by: Vadrevu, Ujjwala
Published: (2026)
Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model
by: Peiris, Rangika, et al.
Published: (2024)
by: Peiris, Rangika, et al.
Published: (2024)
Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning
by: Bi, Shuochen, et al.
Published: (2024)
by: Bi, Shuochen, et al.
Published: (2024)
Model Risk Management for Generative AI In Financial Institutions
by: Bhattacharyya, Anwesha, et al.
Published: (2025)
by: Bhattacharyya, Anwesha, et al.
Published: (2025)
Enhancing ML Models Interpretability for Credit Scoring
by: Schwartz, Sagi, et al.
Published: (2025)
by: Schwartz, Sagi, et al.
Published: (2025)
Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy
by: Golec, Muhammed, et al.
Published: (2025)
by: Golec, Muhammed, et al.
Published: (2025)
Generative Learning of Heterogeneous Tail Dependence
by: Sun, Xiangqian, et al.
Published: (2020)
by: Sun, Xiangqian, et al.
Published: (2020)
Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
by: Chen, Ling
Published: (2024)
by: Chen, Ling
Published: (2024)
Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
by: Zhang, Qingkai, et al.
Published: (2025)
by: Zhang, Qingkai, et al.
Published: (2025)
Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?
by: Geng, Wenxi, et al.
Published: (2026)
by: Geng, Wenxi, et al.
Published: (2026)
Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data
by: Kostecka, Zuzanna, et al.
Published: (2024)
by: Kostecka, Zuzanna, et al.
Published: (2024)
Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach
by: Boonen, Tim J., et al.
Published: (2025)
by: Boonen, Tim J., et al.
Published: (2025)
Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach
by: He, Wanting, et al.
Published: (2025)
by: He, Wanting, et al.
Published: (2025)
Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data
by: Padayachy, Kishan, et al.
Published: (2026)
by: Padayachy, Kishan, et al.
Published: (2026)
FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling
by: Amed, Sultan, et al.
Published: (2026)
by: Amed, Sultan, et al.
Published: (2026)
Knowledge-Integrated Representation Learning for Crypto Anomaly Detection under Extreme Label Scarcity; Relational Domain-Logic Integration with Retrieval-Grounded Context and Path-Level Explanations
by: Na, Gyuyeon, et al.
Published: (2026)
by: Na, Gyuyeon, et al.
Published: (2026)
Explainable AI for Fraud Detection: An Attention-Based Ensemble of CNNs, GNNs, and A Confidence-Driven Gating Mechanism
by: Chagahi, Mehdi Hosseini, et al.
Published: (2024)
by: Chagahi, Mehdi Hosseini, et al.
Published: (2024)
Improving Fairness in Credit Lending Models using Subgroup Threshold Optimization
by: Ying, Cecilia, et al.
Published: (2024)
by: Ying, Cecilia, et al.
Published: (2024)
Algorithmic Insurance
by: Bertsimas, Dimitris, et al.
Published: (2021)
by: Bertsimas, Dimitris, et al.
Published: (2021)
Multimodal Generative Models for Bankruptcy Prediction Using Textual Data
by: Mancisidor, Rogelio A., et al.
Published: (2022)
by: Mancisidor, Rogelio A., et al.
Published: (2022)
Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
by: Sun, Wenying, et al.
Published: (2024)
by: Sun, Wenying, et al.
Published: (2024)
Generative AI Enhanced Financial Risk Management Information Retrieval
by: Haeri, Amin, et al.
Published: (2025)
by: Haeri, Amin, et al.
Published: (2025)
Adaptive Window Selection for Financial Risk Forecasting
by: Li, Yinhuan, et al.
Published: (2026)
by: Li, Yinhuan, et al.
Published: (2026)
Machine and Deep Learning for Credit Scoring: A compliant approach
by: Rida, Abdollah
Published: (2024)
by: Rida, Abdollah
Published: (2024)
Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
by: Wang, Liyang, et al.
Published: (2024)
by: Wang, Liyang, et al.
Published: (2024)
Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach
by: Tan, Xue Wen, et al.
Published: (2025)
by: Tan, Xue Wen, et al.
Published: (2025)
Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors
by: Guo, Jiayi, et al.
Published: (2025)
by: Guo, Jiayi, et al.
Published: (2025)
Similar Items
-
A multi-view contrastive learning framework for spatial embeddings in risk modelling
by: Holvoet, Freek, et al.
Published: (2025) -
A Personal data Value at Risk Approach
by: Enriquez, Luis
Published: (2024) -
Incorporating data drift to perform survival analysis on credit risk
by: Peng, Jianwei, et al.
Published: (2026) -
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
by: Heranval, Antoine, et al.
Published: (2026) -
Optimization of Actuarial Neural Networks with Response Surface Methodology
by: Ariuntugs, Belguutei, et al.
Published: (2024)