Claims Severity Model
A model predicting the ultimate cost of an individual claim, used to set reserves, prioritize handling, and flag high-exposure files.
FAQs
- At what point in the claim lifecycle is a severity model most valuable?
- Severity models have the greatest operational impact when applied early — at first notice of loss or within the first 30 days — before the claim's development trajectory is established. Early identification of high-severity claims enables proactive interventions that are far less effective once litigation is filed or medical treatment has advanced.
- Can a severity model replace the adjuster's reserve judgment?
- No, and most actuarial and regulatory standards do not support fully automated reserving on individual claims. The model provides an anchor and a flag for outliers, but the adjuster retains authority to set the reserve based on their assessment of specific claim facts. The model's value is in focusing adjuster attention and establishing a defensible initial reserve.
- How do we validate a severity model for regulatory purposes?
- Validation should demonstrate predictive accuracy on an out-of-time holdout sample, show that model predictions are well-calibrated (not systematically biased high or low by jurisdiction or claim type), and confirm that the model does not produce discriminatory outputs on protected class proxies. Results should be documented in the model's governance record.
Related Terms
Model Drift
Degradation of a deployed model's predictive accuracy over time as input feature distributions or outcome relationships shift from the training environment.
SIU Referral
The process of routing a suspicious claim to the Special Investigations Unit for investigation of potential fraud before settlement.
Claims Leakage
Measurable overpayment on claims relative to the theoretically correct settlement, resulting from process failures, errors, or inadequate investigation.
IBNR Reserve
Incurred But Not Reported reserve: a liability estimate for losses that have occurred but have not yet been reported to the insurer.
