A tree-based algorithm adapted to microlevel reserving and long development claims
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Cites work
- An Individual Claims Reserving Model
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- Individual loss reserving with the multivariate skew normal framework
- Machine learning in individual claims reserving
- Micro-level stochastic loss reserving for general insurance
- Neural networks applied to chain-ladder reserving
- Semiparametric model for prediction of individual claim loss reserving
- Tree-based censored regression with applications in insurance
Cited in
(13)- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- An individual claims reserving model for reported claims
- A hierarchical reserving model for reported non-life insurance claims
- Imbalanced learning for insurance using modified loss functions in tree-based models
- Infinitely stochastic micro reserving
- Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
- Joint model prediction and application to individual-level loss reserving
- A collective reserving model with claim openness
- Collective reserving using individual claims data
- Transaction time models in multi-state life insurance
- Bagging and regression trees in individual claims reserving
- Individual claims reserving using the Aalen-Johansen estimator
- Individual loss reserving for multi-coverage insurance
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