Wüthrich, Mario V.
- Journal Article
Rights / licenseCreative Commons Attribution 4.0 International
The aim of this project is to develop a stochastic simulation machine that generates individual claims histories of non-life insurance claims. This simulation machine is based on neural networks to incorporate individual claims feature information. We provide a fully calibrated stochastic scenario generator that is based on real non-life insurance data. This stochastic simulation machine allows everyone to simulate their own synthetic insurance portfolio of individual claims histories and back-test thier preferred claims reserving method. Show more
Journal / seriesRisks
Pages / Article No.
Subjectclaims reserving; individual claims; claims cash flows; micro-level stochastic reserving; loss reserving; claims simulation; neural network reserving; individual claims features; individual claims covariates; chain-ladder
Organisational unit08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
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