A machine learning approach for individual claims reserving in insurance

DOI10.1002/asmb.2455MaRDI QIDQ6574619

Christian Y. Robert, Maximilien Baudry

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

nonparametric regressiondecision tree learningindividual claims reservingindividual claims data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A marked Cox model for the number of IBNR claims: theory
• The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
• An Individual Claims Reserving Model
• Prediction of Outstanding Liabilities II. Model Variations and Extensions
• Micro-level stochastic loss reserving for general insurance
• Double chain ladder, claims development inflation and zero-claims
• Machine learning in individual claims reserving
• INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
• Extremely randomized trees

Related Items (4)

Machine learning applications in nonlife insurance ⋮ Machine learning techniques in nested stochastic simulations for life insurance ⋮ Micro-level reserving for general insurance claims using a long short-term memory network ⋮ Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance

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