Estimation and Calculation Procedures of the Technical Provisions for Outstanding Insurance Claims
نویسندگان
چکیده
منابع مشابه
Prediction of outstanding insurance claims ∗ Claudia
Building reserves for outstanding liabilities is an important issue in the financial statement of any insurance company. In this paper we present a new model for delay in claim settlement and to predict IBNR (incurred but not reported) claims. The modelling is based on a data set of a portfolio of car liability data, which describes the claim settlement of a car insurance portfolio. The data co...
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This paper presents a discrete time model for the estimation of outstanding claims that comprises delay in two dimensions: reporting delay and valuation delay. This model allows a strict distinction between the cost of reported claims and the cost of unreported claims.
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انتخاب نامساعد یکی از مشکلات اساسی در صنعت بیمه است. که ابتدا در سال 1960، توسط روتشیلد واستیگلیتز مورد بحث ومطالعه قرار گرفت ازآن موقع تاکنون بسیاری از پژوهشگران مدل های مختلفی را برای تجزیه و تحلیل تقاضا برای صنعت بیمه عمر که تماما ناشی از عدم قطعیت در این صنعت میباشد انجام داده اند .وهدف از آن پیدا کردن شرایطی است که تحت آن شرایط انتخاب یا کنار گذاشتن یک بیمه گزار به نفع و یا زیان شرکت بیمه ...
15 صفحه اولBayesian Estimation of Outstanding Claims Reserves
When a given process is seasonal and the seasonal pattern is stable the proportion of events that occur in a given fraction of the total period of the seasonality is constant over time. In this paper we present an application of Bayesian forecasting methods with stable seasonal patterns to insurance claims; specifically to claims incurred but not yet reported, IBNR. We assume that the time it t...
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ژورنال
عنوان ژورنال: Applied Computer Systems
سال: 2014
ISSN: 2255-8691
DOI: 10.2478/acss-2014-0002