Repository for the paper "Individual Claims Forecasting with Bayesian Mixture Density Networks." This work is supported by the Casualty Actuarial Society.
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.
(GPU only) To install the necessary dependencies, install the latest dev version of renv using
renv::init() followed by