This document keeps a list of interesting papers and other resources relating to insurance research.
Contributions are welcome and needed!
- Actuarial Data Science, an initiative of the Swiss Institute of Actuaries [link] [github]
- Markus Gesmann's Blog [link]
- AI in Actuarial Science (2018), R. Richman [ssrn]
- Neural Network Embedding of the Over-Dispersed Poisson Reserving Model (2018), A. Gabrielli et al. [ssrn]
Morris - Hierarchical Compartmental Models for Loss Reserving
Bardis et al - Manually Adjustable Link Ratio Model for Reserving
Barnett and Zehnwirth - Best Estimate for Reserves
- A Neural Network Extension of the Lee-Carter Model to Multiple Populations (2018), R. Richman and M.V. Wuthrich [ssrn]