Machine learning in individual claims reserving
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Cites work
- Double chain ladder, claims development inflation and zero-claims
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- Individual loss reserving with the multivariate skew normal framework
- Micro-level stochastic loss reserving for general insurance
- Prediction of outstanding payments in a Poisson cluster model
Cited in
(39)- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- An individual claims reserving model for reported claims
- Stochastic reserving using policyholder information via EM algorithm
- A hierarchical reserving model for reported non-life insurance claims
- Analysis of IBNR liabilities with interevent times depending on claim counts
- Imbalanced learning for insurance using modified loss functions in tree-based models
- Predictive analytics of insurance claims using multivariate decision trees
- Neural networks applied to chain-ladder reserving
- A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis
- BERT-based NLP techniques for classification and severity modeling in basic warranty data study
- Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns
- Delta Boosting Machine with Application to General Insurance
- A tree-based algorithm adapted to microlevel reserving and long development claims
- Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
- Joint model prediction and application to individual-level loss reserving
- Collective reserving using individual claims data
- Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach
- Pricing flood insurance with a hierarchical physics-based model
- The impacts of individual information on loss reserving
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- Actuarial applications of word embedding models
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
- On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company
- Normal approximation for fire incident simulation using permanental Cox processes
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
- Individual claims reserving using activation patterns
- A machine learning approach for individual claims reserving in insurance
- A user guide of CART and random forests with applications in FinTech and InsurTech
- Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays
- A hybrid deep reinforcement learning method for insurance portfolio management
- Risk modeling of property insurance claims from weather events
- Bagging and regression trees in individual claims reserving
- Claim reserving via inverse probability weighting: a micro-level chain-ladder method
- Uncertainty in heteroscedastic Bayesian model averaging
- Individual loss reserving for multi-coverage insurance
- Recurrent Neural Networks for Multivariate Loss Reserving and Risk Capital Analysis
- Multi-objective reinsurance optimization under Solvency II: an inverse design approach via deep learning
- Kernel Poisson regression machine for stochastic claims reserving
- \texttt{SynthETIC}: an individual insurance claim simulator with feature control
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