Individual Loss Reserving Using a Gradient Boosting-Based Approach
In this paper, we propose models for non-life loss reserving combining traditional approaches such as Mack’s or generalized linear models and gradient boosting algorithm in an individual framework. These claim-level models use information about each of the payments made for each of the cla...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-07-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/7/3/79 |