During the webinar you acquire recent insights on micro-level reserving methods for non-life insurance.
We discuss the pros and cons of reserving with data aggregated in run-off triangles and granular claim by claim data. The workshop puts focus on balancing strong and weak points of micro-level methods to support the process of setting up an appropriate approach for the given portfolio.
Remark: : A few days before the CPD session will take place, participants will be invited to participate in a test session to check that the technical requirements are fulfilled
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 |