research
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01/30/2023
Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
High-cardinality categorical features are pervasive in actuarial data (e...
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10/25/2022
Log normal claim models with common shocks
This paper is concerned with modelling multiple claim arrays that are su...
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03/08/2022
Detection and treatment of outliers for multivariate robust loss reserving
Traditional techniques for calculating outstanding claim liabilities suc...
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03/01/2022
On the impact of outliers in loss reserving
The sensitivity of loss reserving techniques to outliers in the data or ...
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12/24/2021
Auto-balanced common shock claim models
The paper is concerned with common shock models of claim triangles. Thes...
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08/18/2021
Stochastic loss reserving with mixture density neural networks
Neural networks offer a versatile, flexible and accurate approach to los...
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03/31/2020
