22 citations · 155 across the 27 of their papers we have counts for
4 papers · 1 filter
On the use of case estimate and transactional payment data in neural networks for individual loss reserving
Benjamin Avanzi, Matthew Lambrianidis, Greg Taylor +1
The use of neural networks trained on individual claims data has become increasingly popular in the actuarial reserving literature. We consider how to best input historical payment…
When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints
Benjamin Avanzi, Debbie Kusch Falden, Mogens Steffensen
In high-risk environments, traditional indemnity insurance is often unaffordable or ineffective, despite its well-known optimality under expected utility. We compare excess-of-loss…
Machine Learning with Multitype Protected Attributes: Intersectional Fairness through Regularisation
Ho Ming Lee, Katrien Antonio, Benjamin Avanzi +2
Ensuring equitable treatment (fairness) across protected attributes (such as gender or ethnicity) is a critical issue in machine learning. Most existing literature focuses on binar…
Dynamic Financial Analysis (DFA) of General Insurers under Climate Change
Benjamin Avanzi, Yanfeng Li, Greg Taylor +1
Climate change is expected to significantly affect the physical, financial, and economic environments over the long term, posing risks to the financial health of general insurers.…