Cargando…
Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
Predicting the number of outstanding claims (IBNR) is a central problem in actuarial loss reserving. Classical approaches like the Chain Ladder method rely on aggregating the available data in form of loss triangles, thereby wasting potentially useful additional claims information. A new approach ba...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9098157/ https://www.ncbi.nlm.nih.gov/pubmed/35582301 http://dx.doi.org/10.1007/s13385-022-00314-4 |