A machine learning approach for individual claims reserving in insurance
Author:
Affiliation:
1. Institut de Science Financière et d'Assurances, Université Claude‐Bernard Lyon 1Université de Lyon Lyon France
2. Chair of Excellence in Data Analytics and Models for Insurance (Chaire DAMI) 50 Avenue Tony Garnier Lyon France
Publisher
Wiley
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modelling and Simulation
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/asmb.2455
Reference16 articles.
1. Micro-level stochastic loss reserving for general insurance
2. A marked Cox model for the number of IBNR claims: Theory
3. The link between classical reserving and granular reserving through double chain ladder and its extensions
4. An Individual Claims Reserving Model
5. The link between classical reserving and granular reserving through double chain ladder and its extensions;Martinez‐Miranda MD;Scand Actuar J,2015
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