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通过重新采样和GAN方法改善保险灾难性数据

Improving Insurance Catastrophic Data with Resampling and GAN Methods

Norbert Dzadz and Maciej Romaniuk

arXiv
2024年10月22日

关于灾难性事件的精确和大型数据集对保险公司来说非常重要。 为了提高这些数据的质量,提出了三种基于bootstrap,bootknife和GAN算法的方法。 使用数值实验和现实生活数据,根据均方度(MSE)和均值绝对误差(MAE)比较这些方法的模拟输出。 然后,还考虑构建模糊专家对这些输出的意见的直接算法。

The precise and large dataset concerning catastrophic events is very important for insurers. To improve the quality of such data three methods based on the bootstrap, bootknife, and GAN algorithms are proposed. Using numerical experiments and real-life data, simulated outputs for these approaches are compared based on the mean squared (MSE) and mean absolute errors (MAE). Then, a direct algorithm to construct a fuzzy expert's opinion concerning such outputs is also considered.