Abstract

https://ssrn.com/abstract=2867897
 


 



Machine Learning in Individual Claims Reserving


Mario V. Wuthrich


RiskLab, ETH Zurich; Swiss Finance Institute

November 11, 2016

Swiss Finance Institute Research Paper No. 16-67

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.

Number of Pages in PDF File: 19

Keywords: individual claims data, individual claims reserving, micro-level stochastic reserving, regression tree, machine learning

JEL Classification: G22, G28


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Date posted: November 11, 2016 ; Last revised: November 23, 2016

Suggested Citation

Wuthrich, Mario V., Machine Learning in Individual Claims Reserving (November 11, 2016). Swiss Finance Institute Research Paper No. 16-67. Available at SSRN: https://ssrn.com/abstract=2867897 or http://dx.doi.org/10.2139/ssrn.2867897

Contact Information

Mario V. Wuthrich (Contact Author)
RiskLab, ETH Zurich ( email )
Department of Mathematics
Ramistrasse 101
Zurich, 8092
Switzerland
Swiss Finance Institute

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