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Individual Claims History Simulation Machine

Andrea Gabrielli

出版	SSRN, 2018
URL	http://books.google.com.hk/books?id=0Zb6zgEACAAJ&hl=&source=gbs_api

註釋

The aim of this project is to develop a stochastic simulation machine that generates individual claims histories of non-life insurance claims. This simulation machine is based on neural networks to incorporate individual claims feature information. We provide a fully calibrated stochastic scenario generator that is based on real non-life insurance data. This stochastic simulation machine allows everyone to simulate his own synthetic insurance portfolio of individual claims histories and back-test his preferred claims reserving method.