Claim Watching and Individual Claims Reserving Using Classification and Regression Trees

We present an approach to individual claims reserving and claim watching in general insurance based on classification and regression trees (CART). We propose a compound model consisting of a <i>frequency</i> section, for the prediction of events concerning reported claims, and a <i>...

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Bibliographic Details
Main Authors: Massimo De Felice, Franco Moriconi
Format: Article
Language:English
Published: MDPI AG 2019-10-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/7/4/102