We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving data across lines of business, and show that they improve on the predictive accuracy of existing stochastic methods. The models require minimal feature engineering and expert input, and can be automated to produce forecasts more frequently than manual workflows.

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This paper describes systems submitted to the Metaphor Shared Task at the Second Workshop on Figurative Language Processing. In this submission, we replicate the evaluation of the Bi-LSTM model introduced by Gao et al. ( 2018) on the VUA corpus in a new setting: TOEFL essays written by non-native English speakers. Our results show that Bi-LSTM models outperform feature-rich linear models on this challenging task, which is consistent with prior findings on the VUA dataset. However, the Bi-LSTM models lag behind the best performing systems in the shared task.