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09/09/2021
SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator
In this paper, we first introduce a simulator of cases estimates of incu...
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08/13/2020
SynthETIC: an individual insurance claim simulator with feature control
A simulator of individual claim experience called SynthETIC is described...
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05/07/2020
On unbalanced data and common shock models in stochastic loss reserving
Introducing common shocks is a popular dependence modelling approach, wi...
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04/23/2020
A multivariate micro-level insurance counts model with a Cox process approach
In this paper, we focus on estimating ultimate claim counts in multiple ...
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04/15/2020