https://github.com/casact/rp-bnn-claims

Individual Claims Forecasting with Bayesian Mixture Density Networks
https://github.com/casact/rp-bnn-claims

actuarial actuarial-data gpu reserving

Last synced: 3 months ago
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Individual Claims Forecasting with Bayesian Mixture Density Networks

• Host: GitHub
• URL: https://github.com/casact/rp-bnn-claims
• Owner: casact
• License: mpl-2.0
• Created: 2019-07-25T17:11:59.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2023-02-15T22:08:08.000Z (over 1 year ago)
• Last Synced: 2024-06-17T21:53:09.206Z (5 months ago)
• Topics: actuarial, actuarial-data, gpu, reserving
• Language: TeX
• Homepage:
• Size: 4.49 MB
• Stars: 15
• Watchers: 3
• Forks: 3
• Open Issues: 11
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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• jimsghstars - casact/rp-bnn-claims - Individual Claims Forecasting with Bayesian Mixture Density Networks (TeX)

README

        
# bnn-claims

[![Travis build status](https://travis-ci.org/kasaai/bnn-claims.svg?branch=master)](https://travis-ci.org/kasaai/bnn-claims)

Repository for the paper "Individual Claims Forecasting with Bayesian Mixture Density Networks." This work is supported by the Casualty Actuarial Society.

## Data

The data files used in the code are part of the [release](https://github.com/kasaai/bnn-claims/releases/tag/v0.0.1). They can be downloaded after cloning the repo by running

```r

# remotes::install_github("ropensci/piggyback")

piggyback::pb_download()

```

The raw data file `Simulated.Cashflow.txt` was created using the simulation machine available at [https://people.math.ethz.ch/~wueth/simulation.html](https://people.math.ethz.ch/~wueth/simulation.html).

## Dependencies

(GPU only) To install the necessary dependencies, install the latest dev version of renv using

```r

remotes::install_github("rstudio/renv")

```

then run `renv::init()` followed by `renv::restore()`.