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

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<title>Tree-based algorithm adapted to microlevel reserving and long development claims</title>
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<namePart>Lopez, Olivier</namePart>
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<namePart>Thérond, Pierre-E.</namePart>
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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Olivier Lopez, Xavier Milhaud, Pierre-E. Thérond</note>
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<topic>Cálculo actuarial</topic>
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<topic>Matemática del seguro</topic>
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<topic>Reservas técnicas para siniestros</topic>
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<topic>Reclamaciones</topic>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<text>02/09/2019 Volumen 49 Número 3 - septiembre 2019 , p. 741-762</text>
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