Journal
SCANDINAVIAN ACTUARIAL JOURNAL
Volume -, Issue 6, Pages 465-480Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/03461238.2018.1428681
Keywords
Individual claims data; individual claims reserving; micro-level stochastic reserving; regression tree; machine learning
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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.
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