A Tree-based algorithm adapted to microlevel reserving and long development claims

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<rdf:Description>
<dc:creator>Lopez, Olivier</dc:creator>
<dc:creator>Milhaud, Xavier</dc:creator>
<dc:creator>Thérond, Pierre-E.</dc:creator>
<dc:date>2019-09-02</dc:date>
<dc:description xml:lang="es">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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/169781.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Algoritmos</dc:subject>
<dc:subject xml:lang="es">Regresión no lineal</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Reservas técnicas para siniestros</dc:subject>
<dc:subject xml:lang="es">Reclamaciones</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">A Tree-based algorithm adapted to microlevel reserving and long development claims</dc:title>
<dc:relation xml:lang="es">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</dc:relation>
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