10 December 2018
The on-line actuarial journal Risks will produce a special edition on this subject, and is currently soliciting articles.
This edition is intended to recognise and explore the potential of modern methods to move beyond simple aggregate claim models. The focus is on model of two types: granular, which mirror the fine detail of the claim process and may endeavour to forecast individual claim outcomes, and machine learning, such as neural nets, gradient boosting and the like. There is particular interest in the comparative advantages of these two model forms, and any interaction between them.
This call for papers will remain open until 31 August 2019, although papers submitted earlier will be processed without delay. Contributions will be subject to the usual review process for quality control.