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Related papers: One-Shot Individual Claims Reserving

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The chain-ladder (CL) method is the most widely used claims reserving technique in non-life insurance. This manuscript introduces a novel approach to computing the CL reserves based on a fundamental restructuring of the data utilization for…

Applications · Statistics 2026-02-19 Ronald Richman , Mario V. Wüthrich

Claim reserving primarily relies on macro-level models, with the Chain-Ladder method being the most widely adopted. These methods were heuristically developed without minimal statistical foundations, relying on oversimplified data…

Econometrics · Economics 2024-06-13 Sebastian Calcetero-Vanegas , Andrei L. Badescu , X. Sheldon Lin

Outstanding claim liabilities are revised repeatedly as claims develop, yet most modern reserving models are trained as one-shot predictors and typically learn only from settled claims. We formulate individual claims reserving as a…

Risk Management · Quantitative Finance 2026-01-13 Benjamin Avanzi , Ronald Richman , Bernard Wong , Mario Wüthrich , Yagebu Xie

The occurrence of a claim often impacts not one but multiple insurance coverages provided in the contract. To account for this multivariate feature, we propose a new individual claims reserving model built around the activation of the…

Mathematical Finance · Quantitative Finance 2023-08-16 Marie Michaelides , Mathieu Pigeon , Hélène Cossette

Claim reserving in insurance has been studied through two primary frameworks: the macro-level approach, which estimates reserves at an aggregate level (e.g., Chain-Ladder), and the micro-level approach, which estimates reserves at the…

Methodology · Statistics 2025-02-24 Sebastian Calcetero Vanegas , Andrei L. Badescu , X. Sheldon Lin

Traditionally, actuaries have used run-off triangles to estimate reserve ("macro" models, on agregated data). But it is possible to model payments related to individual claims. If those models provide similar estimations, we investigate…

Applications · Statistics 2016-03-01 Arthur Charpentier , Mathieu Pigeon

Insurers are faced with the challenge of estimating the future reserves needed to handle historic and outstanding claims that are not fully settled. A well-known and widely used technique is the chain-ladder method, which is a deterministic…

Methodology · Statistics 2017-01-17 Kris Peremans , Pieter Segaert , Stefan Van Aelst , Tim Verdonck

The appropriate estimation of incurred but not reported (IBNR) reserves is traditionally one of the most important task of actuaries working in casualty and property insurance. As certain claims are reported many years after their…

Methodology · Statistics 2015-01-27 Laszlo Martinek , Miklos Arato , Miklos Malyusz

The Chain-Ladder (CL) method remains the dominant macro-level technique for claims reserving in non-life insurance, yet its classical formulation lacks a coherent probabilistic foundation. Existing stochastic extensions-including the Mack…

Methodology · Statistics 2026-05-18 Robin Van Oirbeek

We propose an individual claims reserving model based on the conditional Aalen-Johansen estimator, as developed in Bladt and Furrer (2023b). In our approach, we formulate a multi-state problem, where the underlying variable is the…

Applications · Statistics 2024-06-04 Martin Bladt , Gabriele Pittarello

Traditional techniques for calculating outstanding claim liabilities such as the chain ladder are notoriously at risk of being distorted by outliers in past claims data. Unfortunately, the literature in robust methods of reserving is scant,…

Methodology · Statistics 2023-09-04 Benjamin Avanzi , Mark Lavender , Greg Taylor , Bernard Wong

A common approach to the claims reserving problem is based on generalized linear models (GLM). Within this framework, the claims in different origin and development years are assumed to be independent variables. If this assumption is…

Applications · Statistics 2013-06-18 Šárka Hudecová , Michal Pešta

Within the Solvency II framework the insurance industry requires a realistic modelling of the risk processes relevant for its business. Every insurance company should be capable of running a holistic risk management process to meet this…

Risk Management · Quantitative Finance 2010-09-23 Magda Schiegl

One of the main goals in non-life insurance is to estimate the claims reserve distribution. A generalized time series model, that allows for modeling the conditional mean and variance of the claim amounts, is proposed for the claims…

Applications · Statistics 2013-06-20 Michal Pešta , Ostap Okhrin

Disability insurance claims are often affected by lengthy reporting delays and adjudication processes. The classic multistate life insurance modeling framework is ill-suited to handle such information delays since the cash flow and…

Applications · Statistics 2025-01-22 Oliver Lunding Sandqvist

An insurance company is required to prepare a certain amount of money, called reserve, as a mean to pay its policy holders claims in the future. There are several types of reserve, one of them is IBNR reserve, for which the payments are…

Methodology · Statistics 2024-02-28 Rizky Reza Fauzi , Jerremy Joelnathan Stevanlim

We introduce an individual claims forecasting framework utilizing Bayesian mixture density networks that can be used for claims analytics tasks such as case reserving and triaging. The proposed approach enables incorporating claims…

Applications · Statistics 2020-03-06 Kevin Kuo

Due to the presence of reporting and settlement delay, claim data sets collected by non-life insurance companies are typically incomplete, facing right censored claim count and claim severity observations. Current practice in non-life…

Risk Management · Quantitative Finance 2023-02-10 Jonas Crevecoeur , Katrien Antonio , Stijn Desmedt , Alexandre Masquelein

Traditional non-life reserving models largely neglect the vast amount of information collected over the lifetime of a claim. This information includes covariates describing the policy, claim cause as well as the detailed history collected…

Risk Management · Quantitative Finance 2021-11-22 Jonas Crevecoeur , Jens Robben , Katrien Antonio

An intensive research sprang up for stochastic methods in insurance during the past years. To meet all future claims rising from policies, it is requisite to quantify the outstanding loss liabilities. Loss reserving methods based on…

Econometrics · Economics 2018-01-08 Matúš Maciak , Ostap Okhrin , Michal Pešta
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