19 citations · 37 across the 3 of their papers we have counts for
Showing q-fin.RMShow all
2 papers · 1 filter
q-fin.RM2021★ 4 cited
SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator
Benjamin Avanzi, Gregory Clive Taylor, Melantha Wang
In this paper, we first introduce a simulator of cases estimates of incurred losses, called `SPLICE` (Synthetic Paid Loss and Incurred Cost Experience). In three modules, case esti…
q-fin.RM2020★ 14 cited
SynthETIC: an individual insurance claim simulator with feature control
Benjamin Avanzi, Gregory Clive Taylor, Melantha Wang +1
Recent years have seen rapid increase in the application of machine learning to insurance loss reserving. They yield most value when applied to large data sets, such as individual…