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Loss Reserving Models: Granular and Machine Learning Forms [PDF]
Risks, 2019 The purpose of this paper is to survey recent developments in granular models and machine learning models for loss reserving, and to compare the two families with a view to assessment of their potential for future development.
Greg Taylor
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Stochastic loss reserving using individual information model with over-dispersed Poisson
Statistical Theory and Related Fields, 2022 For stochastic loss reserving, we propose an individual information model (IIM) which accommodates not only individual/micro data consisting of incurring times, reporting developments, settlement developments as well as payments of individual claims but ...
Zhigao Wang, Xianyi Wu, Chunjuan Qiu
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A Markov Model for Loss Reserving [PDF]
ASTIN Bulletin, 1994 AbstractThe claims generating process for a non-life insurance portfolio is modelled as a marked Poisson process, where the mark associated with an incurred claim describes the development of that claim until final settlement. An unsettled claim is at any point in time assigned to a state in some state-space, and the transitions between different ...
Ole Hesselager
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Ensemble Distributional Forecasting for Insurance Loss Reserving [PDF]
SSRN Electronic Journal, 2022 Loss reserving generally focuses on identifying a single model that can generate superior predictive performance. However, different loss reserving models specialise in capturing different aspects of loss data. This is recognised in practice in the sense that results from different models are often considered, and sometimes combined.
Yanfeng Li +3 more
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Credibility Models (Loss Reserving)
, 2016 Credibility models and credibility predictors are also useful in loss reserving. Some particularities arise from the structure of the run-off square and from the task to determine credibility predictors of different reserves. We explain these particularities and then discuss three credibility models for loss reserving.
Klaus Th. Hess, Klaus D. Schmidt
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Clostridioides difficile Infection in Special Populations: Focus on Inflammatory Bowel Disease—A Narrative Review from Pathogenesis to Management [PDF]
BiomedicinesClostridioides difficile infection (CDI) is a major complication in inflammatory bowel disease (IBD), due to coexistence of altered microbiota, chronic inflammation, and immune dysregulation.
Cristina Seguiti +6 more
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Risks, 2023 In this paper, we developed a Shiny-based application called AutoReserve. This application serves as a tool used for a variety of types of loss reserving.
Lu Xiong +5 more
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Prediction of outstanding IBNR liabilities using delay probability [PDF]
Mathematics and Modeling in Finance, 2021 An important question in non life insurance research is the estimation of number of future payments and corresponding amount of them. A loss reserve is the money set aside by insurance companies to pay policyholders claims on their policies.
Fatemeh Atatalab +1 more
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Advancing the Use of Deep Learning in Loss Reserving: A Generalized DeepTriangle Approach
Risks, 2023 This paper proposes a generalized deep learning approach for predicting claims developments for non-life insurance reserving. The generalized approach offers more flexibility and accuracy in solving actuarial reserving problems.
Yining Feng, Shuanming Li
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Loss Reserving Using Loss Aversion Functions [PDF]
SSRN Electronic Journal, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Choo, Weihao, De Jong, Piet
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