Machine learning in individual claims reserving
From MaRDI portal
Publication:4583615
DOI10.1080/03461238.2018.1428681zbMath1416.91225OpenAlexW2563902504MaRDI QIDQ4583615
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2018.1428681
machine learningregression treeindividual claims reservingindividual claims datamicro-level stochastic reserving
Computational methods for problems pertaining to biology (92-08) Software, source code, etc. for problems pertaining to biology (92-04)
Related Items
A hierarchical reserving model for reported non-life insurance claims ⋮ Analysis of IBNR liabilities with interevent times depending on claim counts ⋮ JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING ⋮ A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis ⋮ Collective reserving using individual claims data ⋮ Imbalanced learning for insurance using modified loss functions in tree-based models ⋮ BERT-based NLP techniques for classification and severity modeling in basic warranty data study ⋮ Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns ⋮ Normal approximation for fire incident simulation using permanental Cox processes ⋮ Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims ⋮ Individual claims reserving using activation patterns ⋮ OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH ⋮ Pricing Flood Insurance with a Hierarchical Physics-Based Model ⋮ THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING ⋮ A New Class of Severity Regression Models with an Application to IBNR Prediction ⋮ SynthETIC: an individual insurance claim simulator with feature control ⋮ Predictive analytics of insurance claims using multivariate decision trees ⋮ Micro-level parametric duration-frequency-severity modeling for outstanding claim payments ⋮ A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS ⋮ An individual claims reserving model for reported claims ⋮ Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays ⋮ Neural networks applied to chain-ladder reserving ⋮ FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING ⋮ On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company ⋮ Stochastic reserving using policyholder information via EM algorithm
Uses Software
Cites Work