Feng, Yining; Li, Shuanming - In: Risks : open access journal 12 (2024) 1, pp. 1-14
This paper proposes a generalized deep learning approach for predicting claims developments for non-life insurance …-ladder predicted outstanding claims are used as part of the multi-task learning to remove the dependence on case estimates. Grid … outperforms both traditional chain-ladder methodology, the automated machine learning approaches (AutoML), and the original …