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Gamma Mixture Density Networks and their application to modelling insurance claim amounts

Łukasz Delong, Mathias Lindholm, Mario V. Wüthrich

2021Insurance Mathematics and Economics19 citationsDOI

Topics & Concepts

HyperparameterMixture modelMixing (physics)Artificial neural networkComputer scienceSet (abstract data type)Boosting (machine learning)Data setAlgorithmTest setRegressionArtificial intelligenceMathematicsStatisticsPhysicsProgramming languageQuantum mechanicsBayesian Methods and Mixture ModelsStatistical Methods and Bayesian InferenceStatistical Methods and Inference
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