67 citations · 132 across the 4 of their papers we have counts for
3 papers · 1 filter
Mack-Net model: Blending Mack's model with Recurrent Neural Networks
Eduardo Ramos-Pérez, Pablo J. Alonso-González, José Javier Núñez-Velázquez
In general insurance companies, a correct estimation of liabilities plays a key role due to its impact on management and investing decisions. Since the Financial Crisis of 2007-200…
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…
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…