Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10012505609
Persistent link: https://www.econbiz.de/10013348990
Persistent link: https://www.econbiz.de/10015188234
Loss reserving generally focuses on identifying a single model that can generate superior predictive performance. However, different loss reserving models specialise in capturing different aspects of loss data. This is recognised in practice in the sense that results from different models are...
Persistent link: https://www.econbiz.de/10014243400
Persistent link: https://www.econbiz.de/10014306849
Persistent link: https://www.econbiz.de/10011630609
Stochastic loss reserving with dependence has received increased attention in the last decade. A number of parametric multivariate approaches have been developed to capture dependence between lines of business within an insurer's portfolio. Motivated by the richness of the Tweedie family of...
Persistent link: https://www.econbiz.de/10012996257
Persistent link: https://www.econbiz.de/10014519971
The purpose of this paper is to survey recent developments in granular models and machine learning models for loss reserving, and to compare the two families with a view to assessment of their potential for future development. This is best understood against the context of the evolution of these...
Persistent link: https://www.econbiz.de/10012127545
Persistent link: https://www.econbiz.de/10001459611