A Bayesian Inference of Non-Life Insurance Based on Claim Counting Process with Periodic Claim Intensity

Fuzzy claim reserving in non-life insurance

This paper develops several expressions to quantify claim provisions to account in financial statements of a non-life insurance company under the hypothesis of a fuzzy environment. Concretely, by applying the expected value of a fuzzy number and the more general concept of value of a fuzzy number to the ANOVA claim predicting model [2] we estimate claim reserves to account in insurer’s balance ...

on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.

Spatial modelling of claim frequency and claim size in non-life insurance

In this paper models for claim frequency and average claim size in non-life insurance are considered. Both covariates and spatial random effects are included allowing the modelling of a spatial dependency pattern. We assume a Poisson model for the number of claims, while claim size is modelled using a Gamma distribution. However, in contrast to the usual compound Poisson model, we allow for dep...

Analysis of Insurance Claim Settlement Process with Markovian Arrival Processes

This paper proposes a model for the claim occurrence, reporting, and handling process of insurance companies. It is assumed that insurance claims occur according to a Markovian arrival process. An incurred claim goes through some stages of a claim reporting and handling process, such as Incurred But Not Reported (IBNR), Reported But Not Settled (RBNS) and Settled (S). We derive formulas for the...

AIDS-related insurance claim experience.