Before revision:   We illustrate our method with case studies on real life insurance data sets.
After revision:  As a result of its flexibility, this framework incorporates many existing reserving models, ranging from aggregate models designed for runoff triangles to individual models using claim-specific covariates. This connection allows us to develop a data-driven strategy for choosing between aggregate and individual reserving; an important decision for reserving practitioners that is largely left unexplored in scientific literature. We illustrate our method with case studies on real life insurance data sets.