EP 1530780 A1 20050518 - SYSTEM AND METHOD FOR THE AUTOMATED ESTABLISHMENT OF EXPERIENCE RATINGS AND/OR RISK RESERVES
Title (en)
SYSTEM AND METHOD FOR THE AUTOMATED ESTABLISHMENT OF EXPERIENCE RATINGS AND/OR RISK RESERVES
Title (de)
SYSTEM UND VERFAHREN ZUR AUTOMATISIERTEN ERFAHRUNGSTARIFIERUNG UND/ODER SCHADENSRESERVIERUNG
Title (fr)
SYST ME ET UN PROC D DE TARIFICATION EMPIRIQUE AUTOMATIQUE ET/OU DE PROVISION POUR DOMMAGES AUTOMATIQUE
Publication
Application
Priority
CH 0300612 W 20030910
Abstract (en)
[origin: WO2005024717A1] The invention relates to a method for the automated establishment of experience ratings and/or risk reserves of events, whereby a certain event Pi,f of a starting year i includes development values Pikf covering the development year k. For i, k it holds that i=1,..;K and k=1,..,K, with K being the last known development year and the first starting year i=1 comprising all development values P1kf in a defined manner. In order to determine the development values Pi,K-(i-j)+1,f, iterative (i-1) neuronal networks Ni,j are generated for every starting year i, with j=1, ,(i-1) being the number of iterations for a certain starting year i and the neuronal network Ni,j+1 depending recursively on the neuronal network Ni,j. The inventive system and method is especially suitable for establishing experience ratings for insurance contracts and/or excess of loss reinsurance contracts.
IPC 1-7
IPC 8 full level
G06N 3/02 (2006.01); G06N 3/04 (2006.01); G06Q 40/00 (2012.01)
CPC (source: EP US)
G06N 3/02 (2013.01 - EP US); G06Q 40/08 (2013.01 - EP US)
Citation (search report)
See references of WO 2005024717A1
Citation (examination)
DUHOUX M. ET AL: "Improved Long-Term Temperature Prediction by Chaining of Neural Networks", INTERNATIONAL JOURNAL OF NEURAL SYSTEMS, vol. 11, no. 1, February 2001 (2001-02-01), pages 1 - 10, XP002352477
Designated contracting state (EPC)
AT BE BG CH CY CZ DE DK EE ES FI FR GB GR HU IE IT LI LU MC NL PT RO SE SI SK TR
DOCDB simple family (publication)
WO 2005024717 A1 20050317; AU 2003257361 A1 20050329; CA 2504810 A1 20050317; CN 1689036 A 20051026; EP 1530780 A1 20050518; JP 2006522376 A 20060928; US 2006015373 A1 20060119
DOCDB simple family (application)
CH 0300612 W 20030910; AU 2003257361 A 20030910; CA 2504810 A 20030910; CN 03824551 A 20030910; EP 03817702 A 20030910; JP 2005508663 A 20030910; US 53145905 A 20050414