SynthETIC: an individual insurance claim simulator with feature control

DOI10.48550/arXiv.2008.05693zbMath1471.91445arXiv2008.05693OpenAlexW3048518830MaRDI QIDQ87223

Benjamin Avanzi, Gregory Clive Taylor, Melantha Wang, Bernard Wong, Greg Taylor, Melantha Wang, Benjamin Avanzi, Bernard Wong

Publication date: 13 August 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.05693

zbMATH Keywords

loss reservingindividual claimsgranular models\texttt{SynthETIC}individual claim simulatorpartial paymentssimulated lossessuperimposed inflation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Actuarial mathematics (91G05) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)

Related Items (3)

A hierarchical reserving model for reported non-life insurance claims ⋮ Stochastic loss reserving with mixture density neural networks ⋮ SynthETIC

Uses Software

• actuar
• ChainLadder
• DCL
• fitdistrplus
• SynthETIC

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic behaviors of stochastic reserving: aggregate versus individual models
• Neural networks applied to chain-ladder reserving
• Prediction of Outstanding Liabilities II. Model Variations and Extensions
• Machine learning in individual claims reserving
• A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
• Double Chain Ladder and Bornhuetter-Ferguson

This page was built for publication: SynthETIC: an individual insurance claim simulator with feature control