ericdaniel78 / actuarialdatascience

Code for the Actuarial Data Science

Actuarial Data Science

This is the code repository for the Actuarial Data Science Tutorials published at https://actuarialdatascience.org. There are the following tutorials with available data and code:

1 - French Motor Third-Party Liability Claims

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3164764

2 - Inisghts from Inside Neural Networks

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3226852

3 - Nesting Classical Actuarial Models into Neural Networks

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3320525

4 - On Boosting: Theory and Applications

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3402687

5 - Unsupervised Learning: What is a Sports Car

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3439358

6 - Lee and Carter go Machine Learning: Recurrent Neural Networks

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3441030

7 - The Art of Natural Language Processing

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3547887

8 - Peeking into the Black Box

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3595944

9 - Convolutional neural network case studies

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3656210

10 - LocalGLMnet

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3900350

11 - Model Comparison and Calibration Assessment

Article: https://arxiv.org/abs/2202.12780

12 - Actuarial Applications of Natural Language Processing Using Transformers

Article: https://arxiv.org/abs/2206.02014

13 - Gini Index and Friends

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4248143

14 - SHAP

Article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4389797