Machine learning in individual claims reserving

Mario V. Wüthrich

Scandinavian Actuarial Journal, 2018, vol. 2018, issue 6, 465-480

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.

Date: 2018
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DOI: 10.1080/03461238.2018.1428681

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