Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance

DOI10.1007/S13385-024-00383-7zbMATH Open1542.91336MaRDI QIDQ6593149FDOQ6593149

Authors: Axel Bücher, Alexander Rosenstock 

Publication date: 26 August 2024

Published in: European Actuarial Journal (Search for Journal in Brave)

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zbMATH Keywords

loss reservingclaim frequencygeneral insurancerisk modellingindividual claim featuresclaim intensity

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Prediction of Outstanding Liabilities II. Model Variations and Extensions
• Deep learning
• Micro-level stochastic loss reserving for general insurance
• A marked Cox model for the number of IBNR claims: theory
• Non-life insurance mathematics. An introduction with the Poisson process
• Bias regularization in neural network models for general insurance pricing
• Lectures on the Poisson Process
• The impacts of individual information on loss reserving
• Joint model prediction and application to individual-level loss reserving
• Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
• A machine learning approach for individual claims reserving in insurance
• Micro-level reserving for general insurance claims using a long short-term memory network

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