Machine Learning in Individual Claims Reserving
19 Pages Posted: 11 Nov 2016 Last revised: 29 Mar 2017
Date Written: November 11, 2016
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
JEL Classification: G22, G28
Suggested Citation: 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
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