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Synthetic data for ratemaking: imputation-based methods vs adversarial networks and autoencoders

Havrylenko, Yevhen et al.
arXiv (All) · Papers
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68t0568t07-secondaryapplicationsi-2-1i-2-6machine-learning
Actuarial ratemaking depends on high-quality data, yet access to such data is often limited by the cost of obtaining new data, privacy concerns, etc. In this paper, we explore synthetic-data generation as a potential solution to these issues. In addition to generative methods previously studied in t
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