Machine Learning in Reserving - IFoA Working Group


Date
Nov 2, 2020
Location
Virtual conference

The aim of the General Insurance Machine Learning in Reserving Working Party (MLR WP) is to help develop the use of machine learning (ML) techniques in reserving. The session will include:

  • Sarah MacDonnell and Jacque Friedland presenting survey findings showing how ML is currently being used in reserving in the UK and Canada. Link to Sarah’s and Jacque’s presentations
  • Grainne McGuire from Taylor Fry introducing the materials the working party is publishing to help actuaries learn how to apply ML in reserving. Link to Foundations workstream
  • Nigel Carpenter from RSA walking us through the Baudry model on individual claims. Links to presentation and to a series of blog posts. Part 1 / Part 2 / Part 3
  • Kevin Kuo from RStudio discussing papers that have applied Neural Networks to reserving. Link to presentation
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