Some interesting new articles

– An excellent tutorial article by Jürg Schelldorfer and Mario Wüthrich showing how to apply a hybrid GLM/neural net for pricing. The paper is here:

– This paper uses a recurrent neural network (LSTM) to forecast the time parameters of a Lee-Carter model, and the results look very promising – much better than using an ARIMA model:

– Lastly, this paper proposes an interesting combination of a decision tree model with Bühlmann-Straub credibility:

Great to see the state of the art being advanced on so many fronts!

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