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>...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-10-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/7/4/102 |