Search

An Individual claims reserving model for reported claims

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20220008013</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20220912141059.0</controlfield>
    <controlfield tag="008">220310e20211206esp|||p      |0|||b|spa d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1=" " ind2=" ">
      <subfield code="0">MAPA20200006558</subfield>
      <subfield code="a">Gabrielli, Andrea</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="3">
      <subfield code="a">An Individual claims reserving model for reported claims</subfield>
      <subfield code="c">Andrea Gabrielli</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">We present a claims reserving technique that uses claim-specific feature and past payment information in order to estimate claims reserves for individual reported claims. We design one single neural network allowing us to estimate expected future cash flows for every individual reported claim. We introduce a consistent way of using dropout layers in order to fit the neural network to the incomplete time series of past individual claims payments. A proof of concept is provided by applying this model to synthetic as well as real insurance data sets for which the true outstanding payments for reported claims are known</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080602437</subfield>
      <subfield code="a">Matemática del seguro</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20150017925</subfield>
      <subfield code="a">Pagos</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20220007085</subfield>
      <subfield code="g">06/12/2021 Volúmen 11 - Número 2 - diciembre 2021 , p. 541-577</subfield>
      <subfield code="t">European Actuarial Journal</subfield>
      <subfield code="d">Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</subfield>
    </datafield>
  </record>
</collection>