Model error and its estimation, with particular application to loss reserving.
Greg TaylorGráinne McGuirePublished in: CoRR (2022)
Keyphrases
- probabilistic model
- computational model
- prior knowledge
- database
- high level
- statistical model
- mathematical model
- neural network model
- management system
- maximum likelihood estimator
- modeling method
- maximum likelihood estimation
- linear model
- monte carlo simulation
- kalman filter
- parameter estimation
- cost function
- expert systems
- multi agent
- objective function
- reinforcement learning
- case study
- neural network