Bladt, Martin Individual claims reserving using the Aalen Johansen estimator / Martin Bladt and Gabriele Pittarello Sumario: They formulate a multi-state problem, where the underlying variable is the individual claim size, rather than time. The states in this model represent development periods, and we estimate the cumulative density function of individual claim sizes using the conditional Aalen Johansen method as transition probabilities to an absorbing state En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 29/01/2025 Volume 55 Issue 1 - January 2025 , p. 29 - 49 1. Matemática del seguro . 2. Reservas técnicas para siniestros . 3. Indemnizaciones . 4. Modelos probabílisticos . 5. Siniestralidad . 6. Cálculo actuarial . 7. Gestión de riesgos . I. Pittarello, Gabriele . II. International Actuarial Association . III. Title.
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