Peer-reviewed articles
- 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
Bladt, M. and Pittarello G. (2023) Individual claims reserving using the Aalen–Johansen estimator. ArXiV:2311.07384
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 ArXiV:2301.03858.
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).