Ronald Richman

QED Actuaries and Consultants

Associate Director

38 Wierda Road West

Sandton

Johannesburg, Gauteng 2196

South Africa

  • QED Actuaries and Consultants

SCHOLARLY PAPERS

14

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29

CROSSREF CITATIONS

17

Scholarly Papers (14)

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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 2,277 (7,427)
Citation 9

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

2.

Discrimination-Free Insurance Pricing

Number of pages: 26 Posted: 10 Feb 2020
Mathias Lindholm, Ronald Richman, Andreas Tsanakas and Mario V. Wuthrich
Stockholm University, QED Actuaries and Consultants, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads 880 (31,999)
Citation 5

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

3.

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 754 (39,435)
Citation 14

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

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 646 (48,525)
Citation 9

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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.

The Actuary and IBNR Techniques: A Machine Learning Approach

Number of pages: 53 Posted: 11 Nov 2020 Last Revised: 13 Nov 2020
Caesar Balona and Ronald Richman
QED Actuaries and Consultants and QED Actuaries and Consultants
Downloads 622 (50,979)

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IBNR, machine learning, reserving, short-term insurance, non-life insurance

6.

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 592 (54,407)
Citation 8

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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

7.

Time-Series Forecasting of Mortality Rates using Deep Learning

Number of pages: 26 Posted: 04 Jun 2020
Francesca Perla, Ronald Richman, Salvatore Scognamiglio and Mario V. Wuthrich
University of Naples Parthenope - Department of Management Studies and Quantitative Methods, QED Actuaries and Consultants, University of Naples "Parthenope" and RiskLab, ETH Zurich
Downloads 400 (88,302)
Citation 4

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Mortality Forecasting, Recurrent Neural Networks, Convolutional Neural Networks, Representation Learning, Time-Series Forecasting, Lee Carter Model, Human Mortality Database

8.

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

Number of pages: 40 Posted: 05 Sep 2019
Ronald Richman, Nicolai von Rummell and Mario V. Wuthrich
QED Actuaries and Consultants, QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 340 (106,761)
Citation 5

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

9.

Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles

Number of pages: 27 Posted: 22 Mar 2021
Michael Merz, Ronald Richman, Andreas Tsanakas and Mario V. Wuthrich
University of Hamburg, QED Actuaries and Consultants, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads 166 (215,116)

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explainable AI (XAI), model-agnostic tools, deep learning, attribution, accumulated local e ects (ALE), partial dependence plot (PDP), locally interpretable model-agnostic explanation (LIME), variable importance, post-hoc analysis

10.

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 148 (238,237)

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machine learning, IBNR, experience analysis, reinsurers

11.

Mortality Improvements in South Africa: Insights from Pensioner Mortality

Number of pages: 46 Posted: 28 Oct 2020
Ronald Richman and Gary Velcich
QED Actuaries and Consultants and Alexander Forbes Financial Services (Pty) Ltd
Downloads 67 (396,518)

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Mortality, Lee Carter model, Neural Networks, Deep Learning, IFRS 17, Uncertainty quantification

12.

Why the HAF Is Not the Head of the Actuarial Function?

Number of pages: 45 Posted: 18 Nov 2020
Mike Ilsley, Ronald Richman, Nicolai von Rummell and Edmond Vigoureux
Professional Independent Director, QED Actuaries and Consultants, QED Actuaries and Consultants and QED Actuaries and Consultants
Downloads 29 (553,391)

Abstract:

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Head of Actuarial Function, Actuarial Function

13.

Nagging Predictors

Risks 2020, 8(3), 83; https://doi.org/10.3390/risks8030083
Posted: 16 Jul 2020 Last Revised: 22 Mar 2021
Ronald Richman and Mario V. Wuthrich
QED Actuaries and Consultants and RiskLab, ETH Zurich

Abstract:

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bagging, neural networks, network aggregation, insurance pricing, regression modeling

14.

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

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Mortality Improvement, South Africa, Stochastic modeling