Traditional non-life reserving models largely neglect the vast amount of information collected
over the lifetime of a claim. This information includes covariates describing the policy, claim …

Unlike collective models, individual models have the advantage of keeping the attributes of
each claim intact. We propose a three-component parametric individual model that uses this …

This article considers the problem of predicting the amount/number of claims that have been
incurred but not reported, say IBNR, and reported but not settled, say RBNS. Using the delay …

This paper proposes a multistate model with a Semi-Markov dependence structure
describing the different stages in the settlement process of individual claims in general …

This paper adopts the new loss reserving approach proposed by Denuit and Trufin (2016),
inspired from the collective model of risk theory. But instead of considering the whole set of …

We propose a stochastic model allowing property and casualty insurers with multiple
business lines to measure their liabilities for incurred claims risk and calculate associated …

We analyse four stochastic claims reserving methods in terms of their capability to estimate
reserve risk and how successful they are at predicting distributions and VaRs of claim …

Un des rôles importants d'un actuaire dans le cadre d'une compagnie d'assurances
Incendie, Accidents et Risques Divers (IARD) est le calcul de la réserve. Ce montant est …

By modelling reserves with micro-level models, individual claims information is better
preserved and can be more easily handled in the fitting process. Some of the claim …

This habilitation thesis to supervise research deals with statistical and game-theoretic
models and their use for actuarial science. It is composed of five chapters. Chapter 1 focuses …