Machine Learning in Individual Claims Reserving

Mario V. Wuthrich
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Mario V. Wuthrich: RiskLab, ETH Zurich, and Swiss Finance Institute

No 16-67, Swiss Finance Institute Research Paper Series from Swiss Finance Institute

Abstract: Machine learning techniques make it feasible to calculate claims reserves on individual claims data. This paper illustrates how these techniques can be used by providing an explicit example in individual claims reserving.

Keywords: individual claims data; individual claims reserving; micro-level stochastic reserving; regression tree; machine learning (search for similar items in EconPapers)
JEL-codes: G22 G28 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2016-11
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Persistent link: https://EconPapers.repec.org/RePEc:chf:rpseri:rp1667

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