Ronald Richman

SA Taxi

179 15th Road

Randjespark

Midrand, 1685

South Africa

University of the Witwatersrand

1 Jan Smuts Avenue

Johannesburg, GA Gauteng 2000

South Africa

  • SA Taxi

  • University of the Witwatersrand

SCHOLARLY PAPERS

16

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42

CROSSREF CITATIONS

15

Scholarly Papers (16)

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1.

AI in Actuarial Science

Number of pages: 53 Posted: 15 Aug 2018 Last Revised: 20 Aug 2018
Ronald Richman
SA Taxi
Downloads 2,443 (6,878)
Citation 9

Abstract:

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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, SA Taxi, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads 1,020 (26,931)
Citation 4

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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
SA Taxi and RiskLab, ETH Zurich
Downloads 826 (36,209)
Citation 20

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

4.

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 SA Taxi
Downloads 781 (39,091)

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

5.

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
SA Taxi and RiskLab, ETH Zurich
Downloads 752 (41,186)
Citation 4

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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)

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, SA Taxi and RiskLab, ETH Zurich
Downloads 643 (50,740)
Citation 10

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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, SA Taxi, University of Naples "Parthenope" and RiskLab, ETH Zurich
Downloads 469 (75,443)
Citation 8

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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
SA Taxi, QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 376 (97,631)
Citation 7

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

9.

Mind the Gap - Safely Incorporating Deep Learning Models into the Actuarial Toolkit

Number of pages: 63 Posted: 03 Jun 2021
Ronald Richman
SA Taxi
Downloads 213 (176,032)
Citation 1

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Deep learning, actuarial science

10.

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, SA Taxi, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads 211 (177,605)
Citation 1

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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

11.

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 SA Taxi
Downloads 168 (217,590)

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machine learning, IBNR, experience analysis, reinsurers

12.

Mortality Improvements in South Africa: Insights from Pensioner Mortality

Number of pages: 46 Posted: 28 Oct 2020
Ronald Richman and Gary Velcich
SA Taxi and Alexander Forbes Financial Services (Pty) Ltd
Downloads 81 (367,393)

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

13.

LocalGLMnet: interpretable deep learning for tabular data

Number of pages: 24 Posted: 26 Jul 2021
Ronald Richman and Mario V. Wuthrich
SA Taxi and RiskLab, ETH Zurich
Downloads 59 (435,375)

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deep learning, neural networks, generalized linear model, regression model, variable selection, explainable deep learning, attention layer, tabular data, exponential dispersion family, Shapley values, SHapley Additive exPlanations (SHAP), integrated gradients

14.

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, SA Taxi, QED Actuaries and Consultants and QED Actuaries and Consultants
Downloads 32 (552,853)

Abstract:

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Head of Actuarial Function, Actuarial Function

15.

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
SA Taxi and RiskLab, ETH Zurich

Abstract:

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

16.

Mortality Improvements -- The Case of South Africa

Posted: 02 Aug 2014 Last Revised: 28 Oct 2014
Ronald Richman and Matthew Simmons
SA Taxi and University of the Witwatersrand

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Mortality Improvement, South Africa, Stochastic modeling