The interdependence between multiple lines of business has an important impact on
determining loss reserves and risk capital, which are crucial for the solvency of a property …

Studying driving records (DR) and assessing their risk relativity is crucial for auto insurance
rate regulation. Typically, the evaluation of DR involves estimating risk using empirical loss …

In this paper, the Automated Actuarial Loss Reserving Model is developed and extended
using machine learning. The traditional actuarial reserving techniques are no longer …

In the rapidly evolving landscape of cybersecurity, the increased demand for zero trust
protection and the intricate management of digital assets give rise to the urgent need for …

Accurately capturing the dependence between risks, if it exists, is an increasingly relevant
topic of actuarial research. In recent years, several authors have started to relax the …

We investigate bottom-up risk aggregation applied by insurance companies facing reserve
risk from multiple lines of business. Since risk capitals should be calculated in different time …