Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance

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<dc:creator>Bücher, Axel</dc:creator>
<dc:creator>Rosenstock, Alexander </dc:creator>
<dc:date>2024-08-15</dc:date>
<dc:description xml:lang="es">Sumario: Usually, the actuarial problems of predicting the number of claims incurred but not reported (IBNR) and of modelling claim frequencies are treated successively by insurance companies. New micro-level methods designed for large datasets are proposed that address the two problems simultaneously. The methods are based on an elaborated occurrence process model that includes both a claim intensity model and a claim development model. The influence of claim feature variables is modelled by suitable neural networks. Extensive simulation experiments and a case study on a large real data set from a motor legal insurance portfolio show accurate predictions at both the aggregate and individual policy level, as well as appropriate fitted models for claim frequencies. Moreover, a novel alternative approach combining data from classic triangle-based methods with a micro-level intensity model is introduced and compared to the full micro-level approach</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/186131.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">Seguro de salud</dc:subject>
<dc:subject xml:lang="es">Mercado de seguros</dc:subject>
<dc:subject xml:lang="es">Siniestros</dc:subject>
<dc:subject xml:lang="es">Seguros no vida</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Automóviles</dc:subject>
<dc:subject xml:lang="es">Seguro de automóviles</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance</dc:title>
<dc:relation xml:lang="es">En: European Actuarial Journal. - Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022. - 15/08/2024 Volumen 14 - Número 2 - agosto 2024 , P. 623-655</dc:relation>
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