A hierarchical reserving model for reported non-life insurance claims
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Publication:2138622
DOI10.1016/j.insmatheco.2022.02.005zbMath1492.91284arXiv1910.12692OpenAlexW4220803104MaRDI QIDQ2138622
Jens Robben, Katrien Antonio, Jonas Crevecoeur
Publication date: 12 May 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.12692
covariate shiftindividual claims reservingmodel and variable selectionmoving window evaluationsimulation machine
Related Items (4)
hirem ⋮ Transaction time models in multi-state life insurance ⋮ Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims ⋮ Individual claims reserving using activation patterns
Uses Software
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