Skip to content
Individual Claims Forecasting with Bayesian Mixture Density Networks
TeX R
Branch: master
Clone or download

Files

Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
analysis Add MPL 2 license Feb 24, 2020
manuscript Add MPL 2 license Feb 24, 2020
.Rbuildignore try travis build Jul 25, 2019
.gitignore gitignore .DS_Store Oct 28, 2019
.travis.yml ??? Jul 30, 2019
DESCRIPTION ??? Jul 30, 2019
LICENSE Add MPL 2 license Feb 24, 2020
README.md correct renv instructions Feb 21, 2020
bnn-claims.Rproj initial code commit Jul 25, 2019
renv.lock fix lockfile Aug 21, 2019
requirements.txt fix lockfile Aug 21, 2019
rp-bnn-claims.Rproj Add RStudio project Dec 5, 2019

README.md

bnn-claims

Travis build status

Repository for the paper "Individual Claims Forecasting with Bayesian Mixture Density Networks." This work is supported by the Casualty Actuarial Society.

Data

The data files used in the code are part of the release. They can be downloaded after cloning the repo by running

# remotes::install_github("ropensci/piggyback")
piggyback::pb_download()

The raw data file Simulated.Cashflow.txt was created using the simulation machine available at https://people.math.ethz.ch/~wueth/simulation.html.

Dependencies

(GPU only) To install the necessary dependencies, install the latest dev version of renv using

remotes::install_github("rstudio/renv")

then run renv::init() followed by renv::restore().

You can’t perform that action at this time.