论文标题
个人主张使用激活模式保留
Individual Claims Reserving using Activation Patterns
论文作者
论文摘要
索赔的发生通常不会影响合同中提供的多个保险。为了说明这一多元功能，我们提出了一个新的个人主张，保留围绕不同覆盖范围的激活以预测储备金的模型。使用多项式逻辑回归的框架，我们对随后几年的每个索赔及其发展的不同保险覆盖范围的激活进行建模，即后来几年的其他覆盖范围，以及它们可能造成的所有可能付款。因此，该模型使我们能够完成投资组合中公开索赔的个人发展。使用加拿大一家主要保险公司的最新汽车数据集，我们证明这种方法可以准确预测总储量以及每个保险覆盖的储备。这使保险公司可以在其主张储备的动态中获得更好的见解。
The occurrence of a claim often impacts not one but multiple insurance coverages provided in the contract. To account for this multivariate feature, we propose a new individual claims reserving model built around the activation of the different coverages to predict the reserve amounts. Using the framework of multinomial logistic regression, we model the activation of the different insurance coverages for each claim and their development in the following years, i.e. the activation of other coverages in the later years and all the possible payments that might result from them. As such, the model allows us to complete the individual development of the open claims in the portfolio. Using a recent automobile dataset from a major Canadian insurance company, we demonstrate that this approach generates accurate predictions of the total reserves as well as of the reserves per insurance coverage. This allows the insurer to get better insights in the dynamics of his claims reserves.
