{"title":"A neural network model for the evaluation of Dutch non-life insurance companies","authors":"B. Kramer","doi":"10.1109/ANNES.1995.499499","DOIUrl":null,"url":null,"abstract":"Based on six financial ratios, a one-hidden-layer back-propagation neural network classifies Dutch non-life insurance companies as strong moderate, or weak. The network shows very good performance for weak and strong companies (95% correct), but completely fails to recognize moderate companies. The relative importance of each input variable is analyzed by calculating the strength of the relationship between each input and each output variable.","PeriodicalId":123427,"journal":{"name":"Proceedings 1995 Second New Zealand International Two-Stream Conference on Artificial Neural Networks and Expert Systems","volume":"120 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1995-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings 1995 Second New Zealand International Two-Stream Conference on Artificial Neural Networks and Expert Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ANNES.1995.499499","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
Based on six financial ratios, a one-hidden-layer back-propagation neural network classifies Dutch non-life insurance companies as strong moderate, or weak. The network shows very good performance for weak and strong companies (95% correct), but completely fails to recognize moderate companies. The relative importance of each input variable is analyzed by calculating the strength of the relationship between each input and each output variable.