# Segmented individual claim reserve estimation using BART refinement
> Effendie A.R.

URL kanonis: https://discover.unhas.ac.id/publications/pub_scopus_85074982616
Jurnal / Konferensi: Journal of Physics Conference Series
Tahun terbit: 2019
DOI: https://doi.org/10.1088/1742-6596/1341/6/062015
ISSN: 17426588
Citations: 0

## Authors
- Effendie A.R.

## Abstract
We want to extend an individual claim reserving method proposed by [1] and also [2] by using segmented calculation. This method is an individual method of claims reserve estimation which involves detailed condition on claim characteristics in the calculation process. Data is divided into several segments according to combination of background variables. We then apply RDC method to find estimated IBNR and RBNS reserves for each segment. Bayesian Additive Regression Tree (BART) is used to refine the estimated reserves. This is because the estimation become unstable due to a lot of combination factors for each segment.

## Keywords
- Estimation
- Computer science
- Tree (set theory)
- Regression
- Bayesian probability
- Process (computing)
- Econometrics
- Data mining
- Statistics
- Mathematics
- Artificial intelligence
- Economics
- Mathematical analysis
- Management
- Operating system

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Sumber: Discover Unhas — RIMS Universitas Hasanuddin.
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