Ronald Richman

QED Actuaries and Consultants

Associate Director

38 Wierda Road West

Sandton

Johannesburg, Gauteng 2196

South Africa

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 19,353

SSRN RANKINGS

Top 19,353

in Total Papers Downloads

2,699

SSRN CITATIONS
Rank 41,992

SSRN RANKINGS

Top 41,992

in Total Papers Citations

6

CROSSREF CITATIONS

7

Scholarly Papers (8)

1.

AI in Actuarial Science

Number of pages: 53 Posted: 15 Aug 2018 Last Revised: 20 Aug 2018
Ronald Richman
QED Actuaries and Consultants
Downloads 1,238 (16,265)
Citation 2

Abstract:

Loading...

Actuarial Science, Deep Learning, Machine Learning, Insurance, Telematics

2.

A Neural Network Extension of the Lee-Carter Model to Multiple Populations

Number of pages: 21 Posted: 01 Nov 2018 Last Revised: 07 Nov 2018
Ronald Richman and Mario V. Wuthrich
QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 431 (68,693)
Citation 8

Abstract:

Loading...

Mortality forecasting, Lee-Carter model, Multiple Populations, Neural Networks

3.

Neural Network Embedding of the Over-Dispersed Poisson Reserving Model

Number of pages: 30 Posted: 14 Dec 2018
Andrea Gabrielli, Ronald Richman and Mario V. Wuthrich
ETH Zurich, Department of Mathematics, RiskLab, Students, QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 408 (73,519)
Citation 4

Abstract:

Loading...

cross-classified over-dispersed Poisson model, neural network, model blending, nested models, learning across portfolios, claims reserving in insurance, chain-ladder reserves, mean square error of prediction

4.

Lee and Carter go Machine Learning: Recurrent Neural Networks

Number of pages: 30 Posted: 23 Aug 2019 Last Revised: 29 Aug 2019
Ronald Richman and Mario V. Wuthrich
QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 232 (135,906)
Citation 1

Abstract:

Loading...

recurrent neural network (RNN), long short-term memory (LSTM), gated recurrent unit (GRU), Lee-Carter (LC) model, mortality forecasting, feed-forward neural network (FNN)

5.

Believing the Bot - Model Risk in the Era of Deep Learning

Number of pages: 40 Posted: 05 Sep 2019
QED Actuaries and Consultants, QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 205 (153,005)

Abstract:

Loading...

Deep learning, Model Risk, Pricing, Mortality Forecasting, Insurance Modelling

6.

Discrimination-Free Insurance Pricing

Number of pages: 26
Stockholm University, QED Actuaries and Consultants, City University London - Cass Business School and RiskLab, ETH Zurich
Downloads 144

Abstract:

Loading...

discrimination, differentiation, insurance pricing, individual policy char- acteristics, discriminatory covariates, direct discrimination, indirect discrimination, neural networks, complex algorithmic models, causal inference, confounding

7.

Using Machine Learning to Model Claims Experience and Reporting Delays for Pricing and Reserving

Number of pages: 44 Posted: 16 Oct 2019
Louis Rossouw and Ronald Richman
Gen Re - South Africa and QED Actuaries and Consultants
Downloads 41 (432,996)

Abstract:

Loading...

machine learning, IBNR, experience analysis, reinsurers

8.

Mortality Improvements -- The Case of South Africa

Posted: 02 Aug 2014 Last Revised: 28 Oct 2014
Ronald Richman and Matthew Simmons
QED Actuaries and Consultants and University of the Witwatersrand

Abstract:

Loading...

Mortality Improvement, South Africa, Stochastic modeling