For centuries, mathematicians and, later, statisticians, have found natural research and
employment opportunities in the realm of insurance. By definition, insurance offers financial …

The aim of this paper is to operationalize claims reserving based on individual claims data.
We design a modeling architecture that is based on six different neural networks. Each …

The logit-weighted reduced mixture of experts model (LRMoE) is a flexible yet analytically
tractable non-linear regression model. Though it has shown usefulness in modeling …

We propose an individual claims reserving model based on the conditional Aalen–
Johansen estimator, as developed in Bladt and Furrer ((2023a) arXiv: 2303.02119.). In our …

There are growing concerns for reserves estimation of incurred but not reported (IBNR)
claims in actuarial sciences. In this paper, we propose a copula-based dependency model …

In stochastic reserving, the incurred outstanding liabilities of general insurance companies
result in incomplete claims because of truncation and censoring. It is necessary for …

Usually, the actuarial problems of predicting the number of claims incurred but not reported
(IBNR) and of modelling claim frequencies are treated successively by insurance …

Usually, the actuarial problems of predicting the number of claims incurred but not reported
(IBNR) and of modelling claim frequencies are treated successively by insurance …

This paper works on the claims data generated by individual policies which are randomly
exposed to a period of continuous time. The main aim is to model the occurrence times of …

In the non-life insurance industry, insurance companies are required by local and
international regulators to set aside an amount, known as the claims reserve, to meet future …