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20242026
most citedMultiple Yield Curve Modeling and Forecasting using Deep Learning

5 citations · 5 across the 9 of their papers we have counts for

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Showing 2026Show all

6 papers · 1 filter

cs.LG2026

Scaling Laws, Tabular Data and Actuarial Ratemaking Models

Ronald Richman

Scaling laws in modern deep learning describe how held-out loss improves as model capacity, training data, and compute increase, often following power-law trends. We investigate wh…

cs.LG2026

Many Optimizers But Only One Training Path: Repeated Resampling for Adaptive Optimizer Selection

Ronald Richman, Mario V. Wüthrich

An optimizer is usually chosen before training a deep neural network and then kept fixed. Treating optimizer choice as a hyperparameter could boost performance, but it requires sev…

stat.AP2026

A Note on the Generalized Cape Cod Reserving Method

Ronald Richman, Mario V. Wüthrich

Claims reserving is one of the most important actuarial tasks in non-life insurance modeling. There are several popular methods to perform claims reserving such as the chain-ladder…

stat.AP2026

One-Shot Individual Claims Reserving

Ronald Richman, Mario V. Wüthrich

Individual claims reserving has not yet become established in actuarial practice. We attribute this to the absence of a satisfactory methodology: existing approaches tend to be eit…

stat.AP2026

From Chain-Ladder to Individual Claims Reserving

Ronald Richman, Mario V. Wüthrich

The chain-ladder (CL) method is the most widely used claims reserving technique in non-life insurance. This manuscript introduces a novel approach to computing the CL reserves base…

cs.LG2026

Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data

Kishan Padayachy, Ronald Richman, Mario V. Wüthrich

We introduce Tab-TRM (Tabular-Tiny Recursive Model), a network architecture that adapts the recursive latent reasoning paradigm of Tiny Recursive Models (TRMs) to insurance modelin…