Mack-Net model: Blending Mack's model with Recurrent Neural Networks
"... blending traditional reserving models with deep and machine learning techniques leads to a more accurate assessment of general insurance liabilities."
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Voir tout"In this paper we propose efficient #bayesian Hamiltonian #montecarlo method for estimation of #systemicrisk#measures , LRMES, SRISK and ΔCoVaR, and apply it for thirty global systemically important b
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Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk. Risk evaluation, which includes assessing potential risks and thei
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