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 …

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 …

To predict insurance reserves at the micro-level without data aggregation, a two-stage
machine learning model based on enhanced LightGBM decision trees is proposed. The first …

The accurate estimation of loss reserves is critical for the financial health of insurance
companies and informs numerous operational decisions, from pricing to strategic planning …

Product and data science teams for the auto insurance industry have been trying to increase
pricing segmentation with validated rating variables to decrease rate subsidization. The …

Рассматривается проблема прогнозирования страховых резервов на микроуровне без
агрегирования данных для анализа с использованием деревьев решений с бустингом …

En assurances de dommages (IARD), les sinistres nécessitent parfois plusieurs années
avant d'être liquidés. Durant ce temps, les assureurs doivent constituer des réserves …

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 …

In this chapter, the modeling of the mean response is supplemented with additional scores
linked to other parameters of the distribution, like dispersion, scale, shape or probability …