SynthETIC (Q56016): Difference between revisions
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Created claim: source code repository (P339): https://github.com/cran/SynthETIC, #quickstatements; #temporary_batch_1711029738451 |
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point in time: 9 February 2024
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Latest revision as of 07:13, 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
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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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