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

MAP20260003047

Eliciting claims development patterns and costs hidden in backlogs / Filip Lindskog and Mario V. Wüthrich

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 insurance

En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 11/08/2025 Volume 15 - Number 2 - August 2025 , p. 667 - 705

1. Modelos actuariales . 2. Costes . 3. Siniestros . 4. Redes neuronales artificiales . 5. Seguros no vida . I. Wüthrich, Mario V. . II. Springer . III. Título.