Centro de Documentacion de Fundación MAPFRE - Eliciting claims development patterns and costs hidden in backlogs

Notas: Sumario: The document analyzes how delays in claims processing and the accumulation of backlogs distort the claims development patterns used in actuarial pricing and reserving. It proposes a method to infer the true underlying development patterns from processed data affected by capacity constraints. In addition, it examines the economic impact of delays in claims handling and presents a model to optimize processing capacity in order to minimize total costs. The study combines theoretical results, simulations, and neural-network techniques to demonstrate the practical usefulness of the approach in non-life insuranceRegistros relacionados: En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 11/08/2025 Volume 15 - Number 2 - August 2025 , p. 667 - 705Materia / lugar / evento: Modelos actuariales Costes Siniestros Redes neuronales artificiales Seguros no vida Otros autores: Wüthrich, Mario V.
Springer
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