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: | |
| كلمات المؤلف المفتاحية: |
Stochastic Reserving | Non-life Insurance | Chain- Ladder | Bomhuetter-Ferguson | Cape Cod | Bootstrap | Mack
|
| رابط المحتوى: |
عدد مرات التحميل
16
| 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
-
Estimaring Ultimate Claims Using Predictive Modeling Methods Applied to Motor Insurance
بواسطة: Osman, Ahmed Mohammed Nagy Mohamed منشور: (2018) -
Calculation of the Aggregate Claim Amount Distribution Using a Recursive Method with R and Actuar: Apply to One of the Comprehensive Motor Insurance Companies
بواسطة: Neel, Dina Talaat Hamdy منشور: (2023) -
Estimate the Optimal Proportional Reinsurance Method in Property Insurance
بواسطة: El Bolkiny, Mohamed Tawfik منشور: (2018) -
COMPARISON ANALYSIS OF LOSS RESERVE ESTIMATION METHODS OF PROPERTY AND LIABILITY INSURANCE
بواسطة: Abd Elhamied, Adel Mounier منشور: (1999) -
The Effect of the Foreign Exchange Exposure on the Financial Statement of the Insurance Companies in Egypt: An Applied Study
بواسطة: Nada, Mohammed Sabry Ibrahim منشور: (2018)
