2 papers
cs.LG2018
A Self-Attention Network for Hierarchical Data Structures with an Application to Claims Management
Leander Löw, Martin Spindler, Eike Brechmann
Insurance companies must manage millions of claims per year. While most of these claims are non-fraudulent, fraud detection is core for insurance companies. The ultimate goal is a…
math.ST2012
Total loss estimation using copula-based regression models
Nicole Kraemer, Eike C. Brechmann, Daniel Silvestrini +1
We present a joint copula-based model for insurance claims and sizes. It uses bivariate copulae to accommodate for the dependence between these quantities. We derive the general di…