Centro de Documentacion de Fundación MAPFRE - A Tree-based algorithm adapted to microlevel reserving and long development claims

MAP20190032117

A Tree-based algorithm adapted to microlevel reserving and long development claims / Olivier Lopez, Xavier Milhaud, Pierre-E. Thérond

Sumario: In non-life insurance, business sustainability requires accurate and robust predictions of reserves related to unpaid claims. To this aim, two different approaches have historically been developed: aggregated loss triangles and individual claim reserving. The former has reached operational great success in the past decades, whereas the use of the latter still remains limited. Through two illustrative examples and introducing an appropriate tree-based algorithm, we show that individual claim reserving can be really promising, especially in the context of long-term risks

En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 02/09/2019 Volumen 49 Número 3 - septiembre 2019 , p. 741-762

1. Algoritmos . 2. Regresión no lineal . 3. Cálculo actuarial . 4. Matemática del seguro . 5. Reservas técnicas para siniestros . 6. Reclamaciones . I. Milhaud, Xavier . II. Thérond, Pierre-E. . III. Title.