Collective reserving using individual claims data
DOI10.1080/03461238.2021.1921836zbMATH Open1492.91285OpenAlexW3163428972MaRDI QIDQ5083395FDOQ5083395
Authors: Łukasz Delong, M. Lindholm, Mario V. Wüthrich 
Publication date: 20 June 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1921836
Recommendations
neural networksIBNR claimsclaims reservingchain-ladder methodRBNS claimsover-dispersed Poisson modelmicro-level reservingindividual claims data
Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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Cited In (17)
- Transaction time models in multi-state life insurance
- The collective reserving model
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
- Micro-level reserving for general insurance claims using a long short-term memory network
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
- Data-driven preventive maintenance for a heterogeneous machine portfolio
- Neural networks meet least squares Monte Carlo at internal model data
- Title not available (Why is that?)
- A collective reserving model with claim openness
- Analysis of IBNR liabilities with interevent times depending on claim counts
- Stochastic loss reserving with mixture density neural networks
- Machine learning in individual claims reserving
- Individual claims reserving using activation patterns
- \texttt{SynthETIC}: an individual insurance claim simulator with feature control
- An individual claims reserving model for reported claims
- Applications of population sampling to insurance ratemaking and reserving
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