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Select Publications
Working Papers
, 2026, Analysing the Impact of Climate Change on Reinsurance Cycles, http://dx.doi.org
, 2026, Refining vulnerability assessment in flood catastrophe (CAT) models with deep distributional regression, http://dx.doi.org
, 2026, Reinforcement Learning for Micro-Level Claims Reserving, http://dx.doi.org, https://arxiv.org/abs/2601.07637
, 2025, On the use of case estimate and transactional payment data in neural networks for individual loss reserving, http://dx.doi.org, https://arxiv.org/abs/2601.05274
, 2024, Distributional Refinement Network: Distributional Forecasting via Deep Learning, http://dx.doi.org, https://arxiv.org/abs/2406.00998
, 2021, Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin, http://dx.doi.org, https://doi.org/10.1515/demo-2021-0120
, 2015, Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations, 2015ACTL11, http://dx.doi.org10.2139/ssrn.2597405, http://ssrn.com/abstract=2597405