Individual Claims Reserving using Activation Patterns

The occurrence of a claim often impacts not one but multiple insurance coverages provided in the contract. To account for this multivariate feature, we propose a new individual claims reserving model built around the activation of the different coverages to predict the reserve amounts. Using the fra...

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Veröffentlicht in:	arXiv.org 2023-08
Hauptverfasser:	Michaelides, Marie, Pigeon, Mathieu, Cossette, Hélène
Format:	Artikel
Sprache:	eng
Schlagworte:	Insurance Quantitative Finance - Mathematical Finance Regression models Reserves
Online-Zugang:	Volltext
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