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Machine learning in individual claims reserving |
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| Authors: | Mario V Wüthrich |
| Institution: | RiskLab, Department of Mathematics, ETH Zurich, Zurich, Switzerland. |
| Abstract: | 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. |
| Keywords: | Individual claims data individual claims reserving micro-level stochastic reserving regression tree machine learning |