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cs.LG2025
An Interpretable Deep Learning Model for General Insurance Pricing
Patrick J. Laub, Tu Pho, Bernard Wong
This paper introduces the Actuarial Neural Additive Model, an inherently interpretable deep learning model for general insurance pricing that offers fully transparent and interpret…
q-fin.RM2025
Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
Jiwook Jang, Patrick J. Laub, Tak Kuen Siu +1
In this paper, we consider catastrophe stop-loss reinsurance valuation for a reinsurance company with dynamic contagion claims. To deal with conventional and emerging catastrophic…