Here you find the code to the article "LocalGLMnet: a deep learning architecture for actuaries" from J. Schelldorfer and M. V. Wüthrich, available from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3900350.
- WorkersComp_LocalGLMnet.html
- WorkersComp_LocalGLMnet.Rmd
- WorkersComp_LocalGLMnet.r
- WorkersComp_LocalGLMnet.pdf
- WorkersComp_LocalGLMnet.ipynb