66 citations · 166 across the 13 of their papers we have counts for
3 papers · 1 filter
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 occurrence of events subject to a reporting delay via an EM algorithm
Roel Verbelen, Katrien Antonio, Gerda Claeskens +1
A delay between the occurrence and the reporting of events often has practical implications such as for the amount of capital to hold for insurance companies, or for taking prevent…
Boosting insights in insurance tariff plans with tree-based machine learning methods
Roel Henckaerts, Marie-Pier Côté, Katrien Antonio +1
Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods t…