Gaussian process models in actuarial science
Abstract
Abstract Gaussian Process (GP) modeling is a probabilistic, non-parametric framework for describing spatio-temporal dependence that is well-suited for fitting risk-related surfaces. I summarize the main emerging actuarial use cases of GPs, including their applications in longevity modeling, insurance contract valuation, and loss development. The editorial also discusses further contexts with potential for GP-based approaches.
Fields of Study & Subjects
Gaussian Processes and Bayesian Inference
Insurance
Mortality
Demography
Risk Management
Probability and Risk Models
Publication details
- Journal / source
- Annals of Actuarial Science
- Volume
- 20
- Issue
- 1
- Pages
- 1–6
- Publication date
- 26 February 2026
- Language
- EN