Traditionally, actuaries have used run-off triangles to estimate reserve ("macro" models, on aggregated data). However, it is possible to model payments related to individual claims. If those models provide similar estimations, we investigate uncertainty related to reserves with "macro" and...

In this paper, we propose models for non-life loss reserving combining traditional approaches such as Mack's or generalized linear models and gradient boosting algorithm in an individual framework. These claim-level models use information about each of the payments made for each of the claims in...

We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortality model, which has become a standard for...