Many actuarial science researchers on stochastic modeling and forecasting of systematic mortality risk use Cairns … be implemented by Kenyan insurance firms when modeling and forecasting systematic mortality risk helpful in the pricing …-Blake-Dowd (CBD) Model (2006) due to its ability to consider the cohort effects. A three-factor stochastic mortality model has three …

Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems ….g. a hybrid of a random forest and lasso). We illustrate the application of the general theory through application to the …

Long short-term memory (LSTM) networks are a state-of-the-art technique for sequence learning. They are less commonly …

This paper proposes a generalized deep learning approach for predicting claims developments for non-life insurance …-ladder predicted outstanding claims are used as part of the multi-task learning to remove the dependence on case estimates. Grid … outperforms both traditional chain-ladder methodology, the automated machine learning approaches (AutoML), and the original …