22 citations · 155 across the 27 of their papers we have counts for
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q-fin.RM2021★ 4 cited
SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator
Benjamin Avanzi, Gregory Clive Taylor, Melantha Wang
In this paper, we first introduce a simulator of cases estimates of incurred losses, called `SPLICE` (Synthetic Paid Loss and Incurred Cost Experience). In three modules, case esti…
stat.ME2021★ 14 cited
Stochastic loss reserving with mixture density neural networks
Muhammed Taher Al-Mudafer, Benjamin Avanzi, Greg Taylor +1
Neural networks offer a versatile, flexible and accurate approach to loss reserving. However, such applications have focused primarily on the (important) problem of fitting accurat…