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
- FreMTPL2 Part 1 (GLM, RT, PBM).r
- FreMTPL2 Part 2 (neural net).r
R Code using Tensorflow
R Code using H2O