2 papers
stat.AP2026
Dynamic Financial Analysis (DFA) of General Insurers under Climate Change
Benjamin Avanzi, Yanfeng Li, Greg Taylor +1
Climate change is expected to significantly affect the physical, financial, and economic environments over the long term, posing risks to the financial health of general insurers.…
q-fin.ST2025
On the use of case estimate and transactional payment data in neural networks for individual loss reserving
Benjamin Avanzi, Matthew Lambrianidis, Greg Taylor +1
The use of neural networks trained on individual claims data has become increasingly popular in the actuarial reserving literature. We consider how to best input historical payment…