The Actuary and IBNR Techniques

Some exhibits from the talk. The box plot shows our method can select a performant variant of the chain ladder method for out of sample data.

Yesterday, we presented our new paper at the virtual GIRO event. The paper provides a method for the optimal selection of IBNR techniques using a machine learning philosophy, and can be found here:

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3697256

The slides from the presentation are below.