Cover Image

Recurrent Neural Networks for Multivariate Loss Reserving and Risk Capital Analysis

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cai, Pengfei, Abdallah, Anas, Jeganathan, Pratheepa
Format:	Preprint
Published:	2024
Subjects:	Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Sparse Seemingly Unrelated Regression (SSUR) Copula Mixed Models for Multivariate Loss Reserving
by: Cai, Pengfei, et al.
Published: (2025)

A Unified Micro-Model for Loss Reserves, IBNR and Unearned Premium Risk with Dependence, Inflation, and Discounting
by: Hamel, Emmanuel, et al.
Published: (2025)

A Bayesian Framework for Post-disruption Travel Time Prediction in Metro Networks
by: Nazemi, Shayan, et al.
Published: (2026)

Scalable Spatiotemporal Modeling for Bicycle Count Prediction
by: Yadav, Rishikesh, et al.
Published: (2025)

A Robust Nonparametric Framework for Detecting Repeated Spatial Patterns
by: Senanayake, Rajitha, et al.
Published: (2025)

A Composite-Loss Graph Neural Network for the Multivariate Post-Processing of Ensemble Weather Forecasts
by: Lakatos, Mária
Published: (2025)

Spatial Risk Patterns-ANOVA: Multivariate Analysis Of Suicide-Related Emergency Calls
by: Escobar-Hernández, P., et al.
Published: (2024)

Sustainable Greenhouse Microclimate Modeling: A Comparative Analysis of Recurrent and Graph Neural Networks
by: Seri, Emiliano, et al.
Published: (2025)

Stochastic Loss Reserving: Dependence and Estimation
by: Fleck, Andrew, et al.
Published: (2024)

Proteomics Analysis of Human Chorionic Villi Reveals Dysregulated Pathways That Contribute to Recurrent Pregnancy Loss
by: Katarina Davalieva, et al.
Published: (2024)

Statistical Learning of Trade Credit Insurance Network Data with Applications to Ratemaking and Reserving
by: Yoo, Woongchae, et al.
Published: (2025)

A Bayesian Framework for Multivariate Differential Analysis
by: Chion, Marie, et al.
Published: (2023)

Graph-constrained Analysis for Multivariate Functional Data
by: Dey, Debangan, et al.
Published: (2022)

Dispersion based Recurrent Neural Network Model for Methane Monitoring in Albertan Tailings Ponds
by: Saha, Esha, et al.
Published: (2024)

Transfer Learning for Dead Fuel Moisture Prediction Using Time-Warping Recurrent Neural Networks
by: Hirschi, Jonathon, et al.
Published: (2026)

Scenario Analysis with Multivariate Bayesian Machine Learning Models
by: Pfarrhofer, Michael, et al.
Published: (2025)

Empirical Determination of Baseball Eras: Multivariate Changepoint Analysis in Major League Baseball
by: Whalen, Mena CR, et al.
Published: (2024)

Network Modeling of Asynchronous Change-Points in Multivariate Time Series
by: McKee, Carson, et al.
Published: (2025)

Recurrence Analysis of Vegetation Time Series and Phase Transitions in Mediterranean Rangelands
by: Semeraro, Teodoro, et al.
Published: (2017)

MR.RGM: An R Package for Fitting Bayesian Multivariate Bidirectional Mendelian Randomization Networks
by: Sarkar, Bitan, et al.
Published: (2024)

Random Forest for Dynamic Risk Prediction or Recurrent Events: A Pseudo-Observation Approach
by: Loe, Abigail, et al.
Published: (2023)

Multivariate MRP
by: Goplerud, Max, et al.
Published: (2025)

Spatial Modeling and Risk Zoning of Global Extreme Precipitation via Graph Neural Networks and r-Pareto Processes
by: Wang, Zimu, et al.
Published: (2025)

Predicting Customer Lifetime Value Using Recurrent Neural Net
by: Chen, Huigang, et al.
Published: (2024)

Functional Analysis of Loss-development Patterns in P&C Insurance
by: Charpentier, Arthur, et al.
Published: (2025)

Data-Driven Climate Outage Risk Characterization and Resilience Analysis in Joint Power-Communication Networks
by: Graham, Yoneke, et al.
Published: (2026)

Bayesian Model Selection for Network Discrimination and Risk-informed Decision Making in Material Flow Analysis
by: Liao, Jiankan, et al.
Published: (2025)

Causal Discovery in Multivariate Extremes with a Hydrological Analysis of Swiss River Discharges
by: Mhalla, Linda, et al.
Published: (2024)

NFL Draft Modelling: Loss Functional Analysis
by: Grandhisiri, Tanmay
Published: (2025)

Health Prognostics in Multi-sensor Systems Based on Multivariate Functional Data Analysis
by: Yildirim, Cevahir, et al.
Published: (2025)

Analysis of Information Loss on Composition Measurement in Stiff Chemically Reacting Systems
by: Lu, Yiming, et al.
Published: (2025)

One-Shot Individual Claims Reserving
by: Richman, Ronald, et al.
Published: (2026)

Unraveling time-varying causal effects of multiple exposures: integrating Functional Data Analysis with Multivariable Mendelian Randomization
by: Fontana, Nicole, et al.
Published: (2025)

Analysis of Higher Education Dropouts Dynamics through Multilevel Functional Decomposition of Recurrent Events in Counting Processes
by: Ragni, Alessandra, et al.
Published: (2024)

Coordinated Trading Strategies for Battery Storage in Reserve and Spot Markets
by: Seifert, Paul E., et al.
Published: (2024)

Neural Networks for Extreme Quantile Regression with an Application to Forecasting of Flood Risk
by: Pasche, Olivier C., et al.
Published: (2022)

Likelihood-Free Inference for Multivariate Generalized Pareto Models
by: Aka, Samira, et al.
Published: (2026)

Spline Based Methods for Functional Data on Multivariate Domains
by: Basna, Rani, et al.
Published: (2023)

Spatial Cross-Recurrence Quantification Analysis for Multi-Platform Contact Tracing and Epidemiology Research
by: Patten, K. J.
Published: (2024)

Multivariate Functional Linear Discriminant Analysis: An Application to Inflammatory Bowel Disease Classification
by: Liu, Limeng, et al.
Published: (2025)