Bootstrap control charts in monitoring value at risk in insurance.
Babak AbbasiMontserrat GuillenPublished in: Expert Syst. Appl. (2013)
Keyphrases
- control charts
- risk management
- statistical process control
- early warning
- monitoring system
- process control
- adaptive sampling
- decision support system
- risk assessment
- risk analysis
- weighted moving average
- real time
- risk measures
- abnormal patterns
- parallel algorithm
- artificial neural networks
- decision making
- neural network
- cross validation
- adaptive control
- model selection
- high risk
- reinforcement learning
- risk averse
- information systems
- machine learning
- data mining