Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance
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Publication:6593149
DOI10.1007/s13385-024-00383-7zbMath1542.91336MaRDI QIDQ6593149
Alexander Rosenstock, Axel Bücher
Publication date: 26 August 2024
Published in: European Actuarial Journal (Search for Journal in Brave)
loss reservingclaim frequencygeneral insurancerisk modellingindividual claim featuresclaim intensity
Cites Work
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- Non-life insurance mathematics. An introduction with the Poisson process
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- JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING
- THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING
- Lectures on the Poisson Process
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
- A machine learning approach for individual claims reserving in insurance
- Micro-level reserving for general insurance claims using a long short-term memory network
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