Collective reserving using individual claims data
From MaRDI portal
Publication:5083395
Recommendations
Cites work
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
- A marked Cox model for the number of IBNR claims: estimation and application
- A tree-based algorithm adapted to microlevel reserving and long development claims
- An Individual Claims Reserving Model
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Bootstrapping individual claim histories
- Double chain ladder
- Individual loss reserving with the multivariate skew normal framework
- Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
- Infinitely stochastic micro reserving
- Joint model prediction and application to individual-level loss reserving
- Machine learning in individual claims reserving
- Micro-level stochastic loss reserving for general insurance
- Modeling the number of hidden events subject to observation delay
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Prediction of outstanding payments in a Poisson cluster model
- Regression based reserving models and partial information
- Semiparametric model for prediction of individual claim loss reserving
- Statistical modeling: The two cultures. (With comments and a rejoinder).
- Statistical modelling and forecasting of outstanding liabilities in non-life insurance
- Stochastic claims reserving methods in insurance
- The collective reserving model
- The impacts of individual information on loss reserving
Cited in
(17)- Transaction time models in multi-state life insurance
- \texttt{SynthETIC}: an individual insurance claim simulator with feature control
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
- Micro-level reserving for general insurance claims using a long short-term memory network
- Individual claims reserving using activation patterns
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
- Analysis of IBNR liabilities with interevent times depending on claim counts
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
- Stochastic loss reserving with mixture density neural networks
- Machine learning in individual claims reserving
- scientific article; zbMATH DE number 7369132 (Why is no real title available?)
- An individual claims reserving model for reported claims
- A collective reserving model with claim openness
- Neural networks meet least squares Monte Carlo at internal model data
- Data-driven preventive maintenance for a heterogeneous machine portfolio
- The collective reserving model
- Applications of population sampling to insurance ratemaking and reserving
This page was built for publication: Collective reserving using individual claims data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083395)
