66 citations · 166 across the 13 of their papers we have counts for
4 papers · 1 filter
Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
Jonas Crevecoeur, Katrien Antonio, Stijn Desmedt +1
Due to the presence of reporting and settlement delay, claim data sets collected by non-life insurance companies are typically incomplete, facing right censored claim count and cla…
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Jens Robben, Katrien Antonio, Sander Devriendt
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortali…
A hierarchical reserving model for reported non-life insurance claims
Jonas Crevecoeur, Jens Robben, Katrien Antonio
Traditional non-life reserving models largely neglect the vast amount of information collected over the lifetime of a claim. This information includes covariates describing the pol…
Modeling the number of hidden events subject to observation delay
Jonas Crevecoeur, Katrien Antonio, Roel Verbelen
This paper considers the problem of predicting the number of events that have occurred in the past, but which are not yet observed due to a delay. Such delayed events are relevant…