Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores

DOI10.1080/10920277.2023.2218897MaRDI QIDQ6640248

Mathieu Pigeon, Jean-Philippe Boucher, Juan Sebastian Yanez

Publication date: 18 November 2024

Published in: North American Actuarial Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cites Work

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• JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING
• PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
• A POSTERIORI RATEMAKING WITH PANEL DATA
• In-sample forecasting with local linear survival densities
• INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK

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