Deep quantile and deep composite triplet regression

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Fissler, Tobias (VerfasserIn)
Weitere Verfasser: Merz, Michael (VerfasserIn), Wüthrich, Mario V. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2023
Schlagworte:
Bregman divergence > Conditional tail expectation > Consistent loss function > Elicitability > Neural network regression > Proper scoring rule > Quantile and expected shortfall regression > Splicing model > Aufsatz in Zeitschrift
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