Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance
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Publication:6593149
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Cites work
- A machine learning approach for individual claims reserving in insurance
- A marked Cox model for the number of IBNR claims: theory
- Bias regularization in neural network models for general insurance pricing
- Deep learning
- Joint model prediction and application to individual-level loss reserving
- Lectures on the Poisson Process
- 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
- Micro-level stochastic loss reserving for general insurance
- Non-life insurance mathematics. An introduction with the Poisson process
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- The impacts of individual information on loss reserving
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