An individual claims reserving model for reported claims

DOI10.1007/s13385-021-00271-4OpenAlexW3152912788MaRDI QIDQ2066783

Andrea Gabrielli

Publication date: 14 January 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00271-4

zbMATH Keywords

neural networkstime seriesmulti-task learningdropoutclaims reservingindividual claimsmicro reservingRBNS reserves

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Actuarial mathematics (91G05)

Related Items (2)

A hierarchical reserving model for reported non-life insurance claims ⋮ Stochastic loss reserving with mixture density neural networks

Uses Software

• R
• DCL

Cites Work

• Unnamed Item
• Unnamed Item
• Semiparametric model for prediction of individual claim loss reserving
• Multilayer feedforward networks are universal approximators
• Prediction of outstanding payments in a Poisson cluster model
• An Individual Claims Reserving Model
• Micro-level stochastic loss reserving for general insurance
• Double chain ladder, claims development inflation and zero-claims
• Machine learning in individual claims reserving
• 10.1162/153244303322533223
• A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS
• Neural network embedding of the over-dispersed Poisson reserving model
• A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
• Effective Statistical Learning Methods for Actuaries III
• INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
• Approximation by superpositions of a sigmoidal function

This page was built for publication: An individual claims reserving model for reported claims