Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims

DOI10.1017/asb.2023.14zbMath1520.91321arXiv2203.07145OpenAlexW4366823949MaRDI QIDQ6174073

Katrien Antonio, Jonas Crevecoeur, Alexandre Masquelein, Unnamed Author

Publication date: 13 July 2023

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.07145

zbMATH Keywords

reinsuranceoccurrencenon-life pricingnon-life reservingreporting and development of claimsstatistical and machine learning methods

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items

Transaction time models in multi-state life insurance ⋮ Individual claims reserving using activation patterns

Cites Work

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• Collective reserving using individual claims data
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