ارسل ملاحظاتك

ارسل ملاحظاتك لنا







الرئيسية > Stochastic Claim Reserving Met...>الوصف

Stochastic Claim Reserving Methods Applied to Comprehensive Motor Insurance

العنوان المترجم: Stochastic Claim Reserving Methods Applied to Comprehensive Motor Insurance
المصدر: إدارة الاعمال
الناشر: جمعية إدارة الاعمال العربية
المؤلف الرئيسي: Osman, Ahmed Mohammed Nagy Mohamed (Author)
المجلد/العدد: ع163
محكمة: لا
الدولة: مصر
التاريخ الميلادي: 2018
الشهر: ديسمبر
الصفحات: 50 - 59
رقم MD: 932166
نوع المحتوى: بحوث ومقالات
اللغة: الإنجليزية
قواعد المعلومات: EcoLink
مواضيع:
التأمين
شركات التأمين
كلمات المؤلف المفتاحية:
Stochastic Reserving | Non-life Insurance | Chain- Ladder | Bomhuetter-Ferguson | Cape Cod | Bootstrap | Mack
رابط المحتوى:
PDF (صورة)     
صورة الغلاف QR قانون

عدد مرات التحميل

22

حفظ في:
المستخلص: According to the unified actuarial report required by the Egyptian Financial Supervisory Authority (EFSA), the claim reserve estimation process carried by the actuaries is performed using the deterministic models without explicit reference to a stochastic model. However, stochastic models are needed in order to assess the variability of the claims reserve. The main objective of this research is to analyze claims reserving methodologies in general insurance in order to assess several discrepancies between deterministic and stochastic models applied to motor comprehensive insurance branch. The Chain-Ladder (CL) reserve estimation method is one of the most popular claims reserving methods. It is very important to know how accurate the resulting deterministic estimates are. In this research, the deterministic claim-reserving model as well as the stochastic one in general insurance has been introduced, along with the difference between the stochastic models over the traditional deterministic models, and the comprehensive motor insurance data from an Egyptian private insurance company is analyzed.

عناصر مشابهة


© 2024 المنظومة. جميع الحقوق محفوظة.