most citedA machine learning approach based on survival analysis for IBNR frequencies in non-life reserving

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stat.AP2023

Individual claims reserving using the Aalen--Johansen estimator

Martin Bladt, Gabriele Pittarello

We propose an individual claims reserving model based on the conditional Aalen-Johansen estimator, as developed in Bladt and Furrer (2023b). In our approach, we formulate a multi-s…

stat.AP2023

GEMAct: a Python package for non-life (re)insurance modeling

Gabriele Pittarello, Edoardo Luini, Manfred Marvin Marchione

This paper introduces , a package for actuarial modelling based on the collective risk model. The library supports applications to risk costing a…

stat.AP2023

Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle

Gabriele Pittarello, Munir Hiabu, Andrés M. Villegas

This paper introduces yet another stochastic model replicating chain-ladder estimates and furthermore considers extensions that add flexibility to the modeling. In its simplest for…