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SSRN Electronic Journal
Article
License: CC BY
Data sources: UnpayWall
SSRN Electronic Journal
Article . 2018 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.2139/ssr...
Other literature type
Data sources: Microsoft Academic Graph
https://dx.doi.org/10.2139/ssr...
Other literature type
Data sources: Microsoft Academic Graph
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Individual Claims History Simulation Machine

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2018 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Andrea Gabrielli; Mario V. Wuthrich;

doi: 10.2139/ssrn.3130560

Individual Claims History Simulation Machine

Abstract

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 his own synthetic insurance portfolio of individual claims histories and back-test his preferred claims reserving method.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
hybrid