In this paper, the individual claim reserving model proposed by Pigeon et al. (2013) is extended to include paid and incurred data. Analytic expressions are derived for the expected ultimate losses, given observed development patterns. The usefulness of this new model is illustrated using a...

In this paper, we propose models for non-life loss reserving combining traditional approaches such as Mack's or generalized linear models and gradient boosting algorithm in an individual framework. These claim-level models use information about each of the payments made for each of the claims in...