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Parameters
FreMTPL2 Part 1 (GLM, RT, PBM).r
FreMTPL2 Part 2 (neural net).r
FreMTPL_TensorFlow.Rmd
FreMTPL_TensorFlow.nb.html
FreMTPL_h2o.Rmd
FreMTPL_h2o.html
README.md

README.md

1 - French Motor Third-Party Liability Claims

Here you find the code to the article "Case Study: French Motor Third-Party Liability Claims" from A. Noll, R. Salzmann and M.V. Wüthrich, available from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3164764.

Standard R Code

  • Parameters_NN
  • FreMTPL2 Part 1 (GLM, RT, PBM).r
  • FreMTPL2 Part 2 (neural net).r

R Code using Tensorflow

  • FreMTPL_TensorFlow.nb.html
  • FreMTPL_TensorFlow.Rmd

R Code using H2O

  • FreMTPL_h2o.html
  • FreMTPL_h2o.Rmd