SynthETIC (Q56016): Difference between revisions
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| Property / author: Benjamin Avanzi / rank | |||||||||||||||
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| Property / author: Benjamin Avanzi / rank | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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software version identifier: ≥ 2.10 | |||||||||||||||
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| Property / source code repository: https://github.com/cran/SynthETIC / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:0c565556a868a4cf57b47544333a61d9c35c92c5 / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:0c565556a868a4cf57b47544333a61d9c35c92c5 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:0c565556a868a4cf57b47544333a61d9c35c92c5 / qualifier | |||||||||||||||
point in time: 9 February 2024
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Latest revision as of 06:13, 22 March 2024
Synthetic Experience Tracking Insurance Claims
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SynthETIC |
Synthetic Experience Tracking Insurance Claims |
Statements
27 January 2024
0 references
Creation of an individual claims simulator which generates various features of non-life insurance claims. An initial set of test parameters, designed to mirror the experience of an Auto Liability portfolio, were set up and applied by default to generate a realistic test data set of individual claims (see vignette). The simulated data set then allows practitioners to back-test the validity of various reserving models and to prove and/or disprove certain actuarial assumptions made in claims modelling. The distributional assumptions used to generate this data set can be easily modified by users to match their experiences. Reference: Avanzi B, Taylor G, Wang M, Wong B (2020) "SynthETIC: an individual insurance claim simulator with feature control" <arXiv:2008.05693>.
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