Individual claims reserving using the Aalen Johansen estimator

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<title>Individual claims reserving using the Aalen Johansen estimator</title>
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<namePart>Pittarello, Gabriele</namePart>
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<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Martin Bladt and Gabriele Pittarello</note>
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<topic>Matemática del seguro</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080629618">
<topic>Reservas técnicas para siniestros</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080572396">
<topic>Indemnizaciones</topic>
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<topic>Modelos probabílisticos</topic>
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<topic>Siniestralidad</topic>
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<topic>Cálculo actuarial</topic>
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<topic>Gestión de riesgos</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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<part>
<text>29/01/2025 Volume 55 Issue 1 - January 2025 , p. 29 - 49</text>
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