15 citations · 16 across the 6 of their papers we have counts for
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q-fin.RM2026
Reinforcement Learning for Micro-Level Claims Reserving
Benjamin Avanzi, Ronald Richman, Bernard Wong +2
Outstanding claim liabilities are revised repeatedly as claims develop, yet most modern reserving models are trained as one-shot predictors and typically learn only from settled cl…
q-fin.RM2009★ 15 cited
The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions
P. V. Shevchenko, M. V. Wüthrich
To meet the Basel II regulatory requirements for the Advanced Measurement Approaches, the bank's internal model must include the use of internal data, relevant external data, scena…