67 citations · 132 across the 4 of their papers we have counts for
Showing 2020Show all
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q-fin.RM2020★ 7 cited
Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network
Eduardo Ramos-Pérez, Pablo J. Alonso-González, José Javier Núñez-Velázquez
Currently, legal requirements demand that insurance companies increase their emphasis on monitoring the risks linked to the underwriting and asset management activities. Regarding…
q-fin.RM2020★ 67 cited
Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network
E. Ramos-Pérez, P. J. Alonso-González, J. J. Núñez-Velázquez
An appropriate calibration and forecasting of volatility and market risk are some of the main challenges faced by companies that have to manage the uncertainty inherent to their in…