Peer-reviewed articles
Pittarello G., Hiabu M. and Villegas A. (2022), Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle. North American Actuarial Journal (accepted) ArXiV:2301.03858.
Bladt, M. and Pittarello G. (2024) Individual claims reserving using the Aalen–Johansen estimator. ASTIN Bullettin - The Journal of the IAA. Published online 2024:1-21. doi:10.1017/asb.2024.28. ArXiV:2311.07384
Pittarello G., Luini E. and Marchione MM. GEMAct: a Python package for non-life (re)insurance modeling. Annals of Actuarial Science. Published online 2024:1-37. doi:10.1017/S1748499524000022. ArXiV:2303.01129.
Submitted manuscripts
- Hiabu M., Hofman E. D., and Pittarello G. (2023), A machine learning approach based on survival analysis for IBNR frequencies in non-life reserving. ArXiV:2312.14549
Technical reports
Hiabu, Munir, Emil Hofman, and Gabriele Pittarello. 2025. “Claim Counts Prediction Using Individual Data with ReSurv.” CAS E-Forum Quarter 1 (April).
McGuire, G., Pittarello, G. (2022). Reserving with glms in Python. Machine Learning in Reserving Working Party, Institute and Faculty of Actuaries (IFoA).
Software
Hofman E. D., Pittarello G., and Hiabu M. (2023), ReSurv (R package).
Pittarello G., Hiabu M., and Villegas A. (2022), clmplus (R package).
Pittarello G., Luini E. and Marchione M.M. (2022), GEMAct (Python package).