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Selected non peer-reviewed manuscripts
- A note on the generalized Cape Cod reserving method
(with R. Richman). arXiv:2604.27732, 2026.
- One-shot individual claims reserving
(with R. Richman). arXiv:2603.11660, 2026.
- From chain-ladder to individual claims reserving
(with R. Richman). arXiv:2602.15385, 2026.
- Tab-TRM: Tiny recursive model for insurance pricing on tablular data
(with K. Padayachy, R. Richman). arXiv:2601.07675, 2026.
- Model monitoring: a general framework with an application to non-life insurance pricing
(with A. Brauer, P. Menzel). arXiv:2510.04556, 2025.
- Gini score under ties and case weights
(with A. Brauer). arXiv:2511.15446, 2025.
- State-space representation of INGARCH models and their application in insurance
(with J.Y. Ahn, H.B. Lim). arXiv:2511.14091, 2025.
- Universal inference for testing calibration of mean estimates within the exponential dispersion family
(with L. Delong). arXiv:2510.23821, 2025.
- In-context learning enhanced credibility transformer
(with K. Padayachy, R. Richman, S. Scognamiglio). arXiv:2509.08122, 2025.
- Tree-like pairwise interaction networks
(with R. Richman, S. Scognamiglio). arXiv:2508.15678, 2025.
- Shapley values: paired-sampling approximations
(with M. Mayer). arXiv:2508.12947, 2025.
- Reflections on deep learning and the actuarial profession(al)
(with R. Harris, R. Richman). SSRN Manuscript, ID 4672447, 2024.
- Conditional expectation network for SHAP
(with R. Richman). SSRN Manuscript, ID 4514891, 2023.
- Claims run-off uncertainty: the full picture
(with M. Merz). SSRN Manuscript, ID 2524352, 2014.
Code available through ChainLadder 0.2.0 on CRAN:
http://cran.r-project.org/web/packages/ChainLadder/
- Modelling the claims development result for solvency purposes
(with M. Merz). CAS E-Forum, Fall 2008, 542--568.
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