Reserving with the Cape Cod Method – OMI/ASABA Masterclass

I was delighted to present the first masterclass in the series as part of the short-term insurance practicing initiative of the Association of South African Black Actuarial Professionals and Old Mutual Insure. The title was “Reserving with the Cape Cod Method” and the attached slides cover everything from the basics all the way up to advanced methods of setting the parameters using machine learning. More materials can be found at the GitHub link on the title slide.

DFIP Old and New – Talk at the 2022 STIC Seminar

I was delighted to speak at the Actuarial Society of South Africa (ASSA)‘s annual short term insurance seminar, on Discrimination Free Insurance Pricing and our new work on multi-task networks. My slides are below.

Thanks so much to Mathias Lindholm, Andreas Tsanakas and Mario Wüthrich for this collaboration!

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