Schedule of Reserving Analytics (2 CPD)
| On Thursday 11 June: | |
| 16:00 - 16:10 | Problem setting and motivation, run-off triangles and granular (i.e. micro-level) data on the development of claims By ANTONIO Katrien |
| 16:10 - 16:50 | Micro-level models for predicting the number of IBNR claims (i.e. claims incurred but not yet reported), calibration and evaluation methods, use of covariates, pros and cons |
| 16:50 - 17:00 | Short break |
| 17:00 - 17:50 | Micro-level models for predicting the future development of reported but not settled claims, calibration and evaluation, use of covariates, critical reflection on the use of diverse (machine learning) methods, pros and cons. |
| 17:50 - 18:00 | Wrap up |
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From 16:00 to 16:10
Problem setting and motivation, run-off triangles and granular (i.e. micro-level) data on the development of claims
By ANTONIO Katrien