Individual claims reserving using the Aalen Johansen estimator

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<rdf:Description>
<dc:creator>Bladt, Martin</dc:creator>
<dc:creator>Pittarello, Gabriele</dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2025-01-29</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189388.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<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">Indemnizaciones</dc:subject>
<dc:subject xml:lang="es">Modelos probabílisticos</dc:subject>
<dc:subject xml:lang="es">Siniestralidad</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Gestión de riesgos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Individual claims reserving using the Aalen Johansen estimator</dc:title>
<dc:relation xml:lang="es">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</dc:relation>
</rdf:Description>
</rdf:RDF>