Welcome to website and blog of Ronald Richman.
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- High-Cardinality Categorical Covariates in Network Regressions
- Talk on ‘Explainable deep learning for actuarial modelling’
- Smoothness and monotonicity constraints for neural networks using ICEnet
- Accurate and Explainable Mortality Forecasting with the LocalGLMnet
- New book by Wüthrich and Merz published!
- GIRO 2022
- ASSA 2022 Convention Awards
- Reserving with the Cape Cod Method – OMI/ASABA Masterclass
- DFIP Old and New – Talk at the 2022 STIC Seminar
- Discrimination Free Insurance Pricing – new paper
- LASSO Regularization within the LocalGLMnet Architecture
- LocalGLMnet
- EEA Keynote Talk
- Mind the Gap – Safely Incorporating Deep Learning Models into the Actuarial Toolkit
- Objective “Judgement” – article discussing `The Actuary and IBNR Techniques`
- Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles
- x is not f(x): Insurance edition
- Talk at the CAS Annual Meeting, 2020
- The Actuary and IBNR Techniques
- Nagging Predictors
- HMD – Weekly Data
- 2020 Hachemeister Prize
- Discrimination-Free Insurance Pricing
- IDSC Africa – Call for Abstracts
- IDSC – Africa
- Talk at Wits – 18/7/2019
- Ideas from IDSC 2019
- Insurance Data Science Conference – 2019
- Industry publications – Sigma/Lloyd’s
- Presentations at the IAA Colloquium 2019 – Cape Town
- Some interesting new articles
- Depth is all you need
- Advances in time series forecasting – M4 and what it means for insurance
- Thoughts on the M4 Conference
- Neural Network Embedding of the Over-Dispersed Poisson Reserving Model
- Neural networks, the Lee-Carter Model and Large Scale Mortality Forecasting
- AI in Actuarial Science – #ASSA2018
- Thoughts on writing “AI in Actuarial Science”
- Thoughts on the International Congress of Actuaries 2018
- Naked – South Africa’s Lemonade?
- Motor policy price comparisons – comparing apples with oranges
- Bridging between the tribes – chain-ladder and lifetables
- AI in Actuarial Science
- Self-driving cars and the impact of Motor Accidents on Mortality – The Case of South Africa
- Working with Demographic Data in South Africa
- AIG Report on Self-driving Cars
- Self-driving cars and the impact of Motor Accidents on Mortality
- Links – Week of 24 December
- USA Personal Auto Frequency and the link to Sub-prime Loans (Speculative)
- Links – Week of 17 December