Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Machine learning in individual claims reserving - MaRDI portal

Machine learning in individual claims reserving

From MaRDI portal
Publication:4583615

DOI10.1080/03461238.2018.1428681zbMath1416.91225OpenAlexW2563902504MaRDI QIDQ4583615

Mario V. Wüthrich

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




Related Items

A hierarchical reserving model for reported non-life insurance claimsAnalysis of IBNR liabilities with interevent times depending on claim countsJOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVINGA hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysisCollective reserving using individual claims dataImbalanced learning for insurance using modified loss functions in tree-based modelsBERT-based NLP techniques for classification and severity modeling in basic warranty data studyLeveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patternsNormal approximation for fire incident simulation using permanental Cox processesBridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claimsIndividual claims reserving using activation patternsOPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACHPricing Flood Insurance with a Hierarchical Physics-Based ModelTHE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVINGA New Class of Severity Regression Models with an Application to IBNR PredictionSynthETIC: an individual insurance claim simulator with feature controlPredictive analytics of insurance claims using multivariate decision treesMicro-level parametric duration-frequency-severity modeling for outstanding claim paymentsA TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMSAn individual claims reserving model for reported claimsIndividual reserving and nonparametric estimation of claim amounts subject to large reporting delaysNeural networks applied to chain-ladder reservingFUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVINGOn bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance companyStochastic reserving using policyholder information via EM algorithm


Uses Software


Cites Work