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.

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