My Machine Learning in Reserving Journey
An ML beginner recounts his first steps into using Machine Learning for reserving
Machine learning: Reserving on triangles - Q & A
This article covers the Q&A following our 2021 GIRO talk.
ML modelling on triangles - a Python example
We share a Python version of our previous R worked example on using ML modelling on triangles
Probabilistic Forecasting with Neural Networks Applied to Loss Reserving
We highlight a useful recent research contribution
A brief history of papers looking at using neural networks in reserving
We cover some recent papers on reserving using neural networks
Getting to grips with GLM, GAM and XGBoost
We discuss a useful ML tutorial on youtube.
ML modelling on triangles - a worked example
We present a tutorial example, using R’s mlr3 to apply various models to a single data set
SynthETIC
This article introduces the SynthETIC R package for data simulation.
Reserving using machine learning - an advanced example in R (Part 3)
Part 3 of a set of 3 notebooks to replicate an example from a recent reserving paper
Reserving using machine learning - an advanced example in R (Part 2)
Part 2 of a set of 3 notebooks to replicate an example from a recent reserving paper
Reserving using machine learning - an advanced example in R (Part 1)
Part 1 of a set of 3 notebooks to replicate an example from a recent reserving paper
My Top 10 R Packages for Data Analysis
We discuss 10 great R packages for data analysis
