This repository contains the slides, data and code (Coming Soon!) for the CAS Machine Learning Working Party's presentation at the CAMAR 2020 Fall Meeting.

The dataset for the use case described is the freMTPL2 data from R's CASdatasets package. This has already been cleaned and split into train/test sets and can be found in the 'Data' folder.

Code for selected models will be available soon in the 'Code' folder.

If you have any questions please feel free to reach out to one of us!

Navarun Jain - navarun.jain@luxactuaries.com

Marco de Virgilis - devirgilis.marco@gmail.com

Nate Loughin - nloughin@kpmg.com

Cheers!