An Individual Claims History Simulation Machine

@inproceedings{Gabrielli2018AnIC,
  title={An Individual Claims History Simulation Machine},
  author={Andrea Gabrielli and Mario V. W{\"u}thrich},
  year={2018}
}
The aim of this project is to develop a stochastic simulation machine that generates individual claims histories of non-life insurance claims. This simulation machine is based on neural networks to incorporate individual claims feature information. We provide a fully calibrated stochastic scenario generator that is based on real non-life insurance data. This stochastic simulation machine allows everyone to simulate their own synthetic insurance portfolio of individual claims histories and back… 
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