Collective reserving using individual claims data

DOI10.1080/03461238.2021.1921836zbMath1492.91285OpenAlexW3163428972MaRDI QIDQ5083395

Mathias Lindholm, Łukasz Delong, Mario V. Wüthrich

Publication date: 20 June 2022

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

Full work available at URL: https://doi.org/10.1080/03461238.2021.1921836

zbMATH Keywords

neural networksIBNR claimsclaims reservingchain-ladder methodRBNS claimsover-dispersed Poisson modelmicro-level reservingindividual claims data

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (8)

Analysis of IBNR liabilities with interevent times depending on claim counts ⋮ Stochastic loss reserving with mixture density neural networks ⋮ Transaction time models in multi-state life insurance ⋮ Data-driven preventive maintenance for a heterogeneous machine portfolio ⋮ Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims ⋮ Individual claims reserving using activation patterns ⋮ Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks ⋮ FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING

Uses Software

• DCL

Cites Work

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• INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
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