The Doctoral School Stat-Actu cordially invites you to attend the Short Course by Olivier Lopez on «Survival analysis methods for micro-level claim reserving»
Abstract
In this short course, we will present how the use of survival analysis techniques may help to predict the amount of RBNS claims (Reported But Not Settled). By taking account for the censoring and truncation present in the databases, we will see how to model the dependence between the amount of a claim and the time before its settlement, and how to use it to estimate the final amount. We will also consider closely related problems (evaluation of the customer value in a simple framework).
Dates
17/05/2018 and 18/05/2018 at ISBA, UCL, Louvain-la-Neuve
Registration
Please register on-line: Registration Form
Venue and schedule
ISBA – C045 (Salle Gauss)