2 papers
stat.ME2026
Conditional Prediction for Macro-Level Claims Reserving: What a Single Paid Triangle Identifies
Robin Van Oirbeek, Tim Verdonck
Macro-level reserve uncertainty is assessed from a single realised run-off triangle. The target is therefore the conditional predictive distribution of the outstandin…
cs.LG2023
On the causality-preservation capabilities of generative modelling
Yves-Cédric Bauwelinckx, Jan Dhaene, Tim Verdonck +1
Modeling lies at the core of both the financial and the insurance industry for a wide variety of tasks. The rise and development of machine learning and deep learning models have c…