Software


General Machine Learning

  • Random Planted Forest: Machine learning algorithm that aims to combine accuracy and interpretability.
  • glex: Global post-hoc interpretability of black box models via functional decompositions.

Insurance

  • clmplus: Extends chain-ladder via an age–period–cohort structure on the claim development in a run-off triangle.
  • ReSurv: Predictes IBNR claims via various machine learning models within a survival analysis framework.