SynthETIC: an individual insurance claim simulator with feature control
DOI10.48550/arXiv.2008.05693zbMath1471.91445arXiv2008.05693OpenAlexW3048518830MaRDI QIDQ87223
Benjamin Avanzi, Gregory Clive Taylor, Melantha Wang, Bernard Wong, Greg Taylor, Melantha Wang, Benjamin Avanzi, Bernard Wong
Publication date: 13 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.05693
loss reservingindividual claimsgranular models\texttt{SynthETIC}individual claim simulatorpartial paymentssimulated lossessuperimposed inflation
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Actuarial mathematics (91G05) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)
Related Items (3)
Uses Software
Cites Work
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- Asymptotic behaviors of stochastic reserving: aggregate versus individual models
- Neural networks applied to chain-ladder reserving
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Machine learning in individual claims reserving
- A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
- Double Chain Ladder and Bornhuetter-Ferguson
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