From the 1 of 2 linked papers with an AI index.
2 papers
stat.ME2026
Penalized Copula Mixed Models for Intercompany Loss Reserving and Risk Capital
Pengfei Cai, Anas Abdallah, Pratheepa Jeganathan
The paper proposes a penalized generalized copula mixed model for multivariate loss reserving across multiple insurers, incorporating company-specific dependence and L1 regularizat…
stat.AP2025
Recurrent Neural Networks for Multivariate Loss Reserving and Risk Capital Analysis
Pengfei Cai, Anas Abdallah, Pratheepa Jeganathan
In the property and casualty (P&C) insurance industry, reserves comprise most of a company's liabilities. These reserves are the best estimates made by actuaries for future unpaid…