One-Shot Individual Claims Reserving
Applications
2026-03-13 v1 Risk Management
Abstract
Individual claims reserving has not yet become established in actuarial practice. We attribute this to the absence of a satisfactory methodology: existing approaches tend to be either overly complex or insufficiently flexible and robust for practical use. Building on the classical chain-ladder (CL) method, we introduced a new perspective on individual claims reserving in Richman and W\"uthrich [arXiv:2602.15385]. This manuscript has sparked considerable discussion within the actuarial community. The aim of the present paper is to continue and deepen that discussion, with the ultimate goal of advancing toward a new standard for micro-level reserving.
Cite
@article{arxiv.2603.11660,
title = {One-Shot Individual Claims Reserving},
author = {Ronald Richman and Mario V. Wüthrich},
journal= {arXiv preprint arXiv:2603.11660},
year = {2026}
}