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

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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001  MAP20190032117
003  MAP
005  20191106164346.0
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20120028500‎$a‎Lopez, Olivier
24512‎$a‎A Tree-based algorithm adapted to microlevel reserving and long development claims‎$c‎Olivier Lopez, Xavier Milhaud, Pierre-E. Thérond
520  ‎$a‎In 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.
650 4‎$0‎MAPA20080553128‎$a‎Algoritmos
650 4‎$0‎MAPA20080593063‎$a‎Regresión no lineal
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080629618‎$a‎Reservas técnicas para siniestros
650 4‎$0‎MAPA20080567118‎$a‎Reclamaciones
700  ‎$0‎MAPA20100059593‎$a‎Milhaud, Xavier
7001 ‎$0‎MAPA20180010545‎$a‎Thérond, Pierre-E.
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎02/09/2019 Volumen 49 Número 3 - septiembre 2019 , p. 741-762