Research

Our research
Published

April 14, 2023

The working party carries out research in a number of different areas. In the past we have looked at the performance of different ML models for aggregate claims reserving. We are currently investigating individual claims reserving and the use of deep learning.

Posts

Date Title Author
     
     
     
Oct 20, 2024 Neural Network Hyperparameters Sarah MacDonnell
Aug 11, 2024 Measuring loss reserving uncertainty with machine learning models Grainne McGuire
Apr 29, 2024 Neural Network Diagnostics Sarah MacDonnell
Apr 28, 2024 How to run a basic neural network in Python: code explainer Sarah MacDonnell
Apr 27, 2024 A practical introduction to using neural networks in reserving on individual claims data Sarah MacDonnell
Jun 6, 2023 Modelling Five Scenarios using the SynthETIC Dataset - Diagnostic Appendices April Lu, Yung-Yu Chen
Apr 18, 2023 From Chain Ladder to Individual Mixture Density Networks on SPLICE Data Jacky Poon
Oct 24, 2022 Machine learning: Reserving on triangles - Q & A April Lu
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