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UID:20250706T114028EDT-7428EVC34X@132.216.98.100
DTSTAMP:20250706T154028Z
DESCRIPTION:Title: Bridging the gap between pricing and reserving with an o
 ccurrence and development model for non-life insurance claims.\n\nAbstract
 : Due to the presence of reporting and settlement delay\, historical claim
  data sets in non-life insurance are typically incomplete. As a result obs
 erved claim counts and claim severities are right censored. Therefore\, no
 n-life insurance pricing is currently approached via a two-step procedure.
  First\, insurers compute best estimates for claim frequency and severity 
 at the level of individual policies based on the incomplete\, historical c
 laim data. Second\, pricing actuaries build predictive models to estimate 
 technical\, pure premiums for new policies by treating these best estimate
 s as actual observed outcomes\, hereby neglecting the uncertainty present 
 in them. We propose an alternative one-step approach for non-life pricing 
 by analysing the incomplete information registered during the development 
 of claims. The granularity of our model allows it to be applied to both pr
 icing and reserving\, hence bridging two key actuarial tasks that have tra
 ditionally been discussed in silos. We illustrate our proposed model on a 
 reinsurance portfolio\, where large uncertainties in the best estimates re
 sult from long reporting and settlement delays\, low claim frequencies and
  extreme claim sizes.\n\nZoom: https://ulaval.zoom.us/j/62507903173?pwd=bT
 hGeUJobTVJOVVrTlZiQXVUMHEyQT09\n\nMeeting ID : 625 0790 3173\n\nPassword :
  Quantact\n
DTSTART:20220211T150000Z
DTEND:20220211T160000Z
SUMMARY:Jonas Crèvecoeur (KU Leuven)
URL:/mathstat/channels/event/jonas-crevecoeur-ku-leuve
 n-337392
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