Actuarial Science Research Group

Department of Statistical Sciences

University of Toronto

Welcome to the University of Toronto Actuarial Science Research Group!

Here you will find information and some of the most recent research work by our group.

Also follow our Github for latest projects and software packages.

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Recent Publications

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Improving risk classification and ratemaking using mixture-of-experts models with random effects

Spark C. Tseung, Ian Weng Chan, Tsz Chai Fung, Andrei L. Badescu, X. Sheldon Lin

Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method

Sebastian Calcetero Vanegas, Andrei Badescu, X. Sheldon Lin

Data Mining of Telematics Data: Unveiling the Hidden Patterns in Driving Behaviour

Ian Weng Chan, Spark C. Tseung, Andrei L. Badescu, X. Sheldon Lin

A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios

Sebastian Calcetero Vanegas, Andrei Badescu, X. Sheldon Lin

Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models

Tsz Chai Fung, Andrei L. Badescu, X. Sheldon Lin

See all publications

Software

View our list of software packages and their documentations.

SWIM Package

Scenario Weights for Importance Measurement, package available in R and Shiny app.

Jan 9, 2022

LRMoE Package

Logit-weighted Reduced Mixture of Experts model, a flexible nonlinear regression model for insurance data analysis, ratemaking and reserving. Packages available in Julia and R.

Nov 17, 2021

Events

Click on the event titles to find out more.

Casualty Actuarial Society Ratemaking, Product and Modeling Seminar 2023

Slides to our CAS RPM talk ‘Mixture-of-Experts Models for Claim Frequency and Severity’.

Mar 15, 2023

OWARS Seminar Series

One World Actuarial Research Seminar Series, with online seminars held on Wednesdays fortnightly.

Jun 1, 2022