activity
20182022
most citedDeepTriangle: A Deep Learning Approach to Loss Reserving

45 citations · 78 across the 6 of their papers we have counts for

collaborators

7 papers

cs.LG2022

On Noisy Evaluation in Federated Hyperparameter Tuning

Kevin Kuo, Pratiksha Thaker, Mikhail Khodak +4

Hyperparameter tuning is critical to the success of federated learning applications. Unfortunately, appropriately selecting hyperparameters is challenging in federated networks. Is…

stat.AP2021

Embeddings and Attention in Predictive Modeling

Kevin Kuo, Ronald Richman

We explore in depth how categorical data can be processed with embeddings in the context of claim severity modeling. We develop several models that range in complexity from simple…

cs.GT2020★ 8 cited

ProportionNet: Balancing Fairness and Revenue for Auction Design with Deep Learning

Kevin Kuo, Anthony Ostuni, Elizabeth Horishny +5

The design of revenue-maximizing auctions with strong incentive guarantees is a core concern of economic theory. Computational auctions enable online advertising, sourcing, spectru…

q-fin.RM2020★ 9 cited

Towards Explainability of Machine Learning Models in Insurance Pricing

Kevin Kuo, Daniel Lupton

Machine learning methods have garnered increasing interest among actuaries in recent years. However, their adoption by practitioners has been limited, partly due to the lack of tra…

stat.AP2020★ 8 cited

Individual Claims Forecasting with Bayesian Mixture Density Networks

Kevin Kuo

We introduce an individual claims forecasting framework utilizing Bayesian mixture density networks that can be used for claims analytics tasks such as case reserving and triaging.…

stat.AP2019★ 8 cited

Generative Synthesis of Insurance Datasets

Kevin Kuo

One of the impediments in advancing actuarial research and developing open source assets for insurance analytics is the lack of realistic publicly available datasets. In this work,…

stat.AP2018★ 45 cited

DeepTriangle: A Deep Learning Approach to Loss Reserving

Kevin Kuo

We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of het…