15 citations · 16 across the 6 of their papers we have counts for
6 papers
Reinforcement Learning for Micro-Level Claims Reserving
Benjamin Avanzi, Ronald Richman, Bernard Wong +2
Outstanding claim liabilities are revised repeatedly as claims develop, yet most modern reserving models are trained as one-shot predictors and typically learn only from settled cl…
Gini Score under Ties and Case Weights
Alexej Brauer, Mario V. Wüthrich
The Gini score is a popular tool in statistical modeling and machine learning for model validation and model selection. It is a purely rank based score that allows one to assess ri…
In-Context Learning Enhanced Credibility Transformer
Kishan Padayachy, Ronald Richman, Salvatore Scognamiglio +1
The starting point of our network architecture is the Credibility Transformer which extends the classical Transformer architecture by a credibility mechanism to improve model learn…
Tree-like Pairwise Interaction Networks
Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich
Modeling feature interactions in tabular data remains a key challenge in predictive modeling, for example, as used for insurance pricing. This paper proposes the Tree-like Pairwise…
Shapley Values: Paired-Sampling Approximations
Michael Mayer, Mario V. Wüthrich
Originally introduced in cooperative game theory, Shapley values have become a very popular tool to explain machine learning predictions. Based on Shapley's fairness axioms, every…
The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions
P. V. Shevchenko, M. V. Wüthrich
To meet the Basel II regulatory requirements for the Advanced Measurement Approaches, the bank's internal model must include the use of internal data, relevant external data, scena…