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Software . 2025
License: CC BY
Data sources: Datacite
ZENODO
Software . 2025
License: CC BY
Data sources: Datacite
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On the use of case estimate and transactional payment data in neural networks for individual loss reserving

Authors: Avanzi, Benjamin; Lambrianidis, Matthew; Taylor, Greg; Wong, Bernard;

On the use of case estimate and transactional payment data in neural networks for individual loss reserving

Abstract

This repository contains the code and datasets used to produce the results in the paper "On the use of case estimate and transactional payment data in neural networks for individual loss reserving". This repository can also be found on GitHub. All 5 zip files should be downloaded, extracted and combined into a single folder. The files should be examined and run in the following order: 1. Generate Dataset.R As the name suggests, this file is responsible for simulating the datasets from SPLICE (Avanzi, Taylor & Wang, 2023) and SynthETIC (Avanzi, Taylor, Wang & Wong, 2020). 2. Data Manipulation.R Contains the main data manipulation, as well as train-test splitting. Prepares the raw data for input into the RNN(+) and FNN(+) models. 3. Model Training.ipynb files These jupyter notebooks rely on 'Functions.py'. This script contains all the functions and classes to be called from each of the model training notebooks.

Keywords

Loss Reserving, Deep Learning, Neural Networks, Case Estimates, Individual Claims, RBNS Reserves

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average