https://github.com/kasaai/references
Papers, blogs, and other fun stuff.
https://github.com/kasaai/references
actuarial-science
Last synced: 4 months ago
JSON representation
Papers, blogs, and other fun stuff.
- Host: GitHub
- URL: https://github.com/kasaai/references
- Owner: kasaai
- Created: 2018-11-27T17:30:06.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2019-05-07T22:59:42.000Z (almost 6 years ago)
- Last Synced: 2024-08-13T07:03:44.524Z (8 months ago)
- Topics: actuarial-science
- Size: 2.93 KB
- Stars: 3
- Watchers: 5
- Forks: 3
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
- jimsghstars - kasaai/references - Papers, blogs, and other fun stuff. (Others)
README
# References
This document keeps a list of interesting papers and other resources relating to insurance research.
Contributions are welcome and needed!
### General
- **Actuarial Data Science**, an initiative of the Swiss Institute of Actuaries [[link]](https://actuarialdatascience.org/) [[github]](https://github.com/JSchelldorfer/ActuarialDataScience)
- **Markus Gesmann's Blog** [[link]](https://magesblog.com/archive/)
- **AI in Actuarial Science** (2018), R. Richman [[ssrn]](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3218082)
## P&C
- **Neural Network Embedding of the Over-Dispersed Poisson Reserving Model** (2018), A. Gabrielli et al. [[ssrn]](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3288454)
### P&C Reserving
[Morris - Hierarchical Compartmental Models for Loss Reserving](https://www.casact.org/pubs/forum/16sforum/Morris.pdf)
[Bardis et al - Manually Adjustable Link Ratio Model for Reserving ](https://www.casact.org/pubs/forum/08fforum/1Bardis_Majidi_Murphy.pdf)
[Barnett and Zehnwirth - Best Estimate for Reserves](https://www.casact.org/library/00pcas/barnett.pdf)
## Life Insurance
- **A Neural Network Extension of the Lee-Carter Model to Multiple Populations** (2018), R. Richman and M.V. Wuthrich [[ssrn]](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3270877)