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Henning Zakrisson: Half time seminar: Machine learning methods in insurance and reserving

Time: Wed 2022-05-11 15.15 - 16.00

Location: Kräftriket, house 6, room 306

Lecturer: Henning Zakrisson (Stockholm University)

Abstract

I will briefly summarize the ideas behind my two published articles:

- Machine learning, regression models, and prediction of claims reserves, M. Lindholm, R. Verrall, F. Wahl, H. Zakrisson, Casualty Actuarial Society E-Forum, Summer 2020.

- A Collective Reserving Model With Claim Openness, M. Lindholm, H. Zakrisson, ASTIN Bulletin: The Journal of the IAA, 1-27, 2022,

as well as an ongoing research project titled:

- A General Approach to Multi-Parametric Actuarial Loss Modelling Using Gradient Boosting Machines, M Lindholm, H. Zakrisson, Ł. Delong, M. Wüthrich.