Sökning: "Chain-ladder"

Hittade 2 avhandlingar innehållade ordet Chain-ladder.

  1. 1. Stochastic claims reserving in non-life insurance Bootstrap and smoothing models

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; [2011]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. LÄS MER

  2. 2. Micro-level claims reserving in non-life insurance

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :Felix Wahl; Mathias Lindholm; Filip Lindskog; Katrien Antonio; [2019]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; matematisk statistik; Mathematical Statistics;

    Sammanfattning : Actuarial reserving deals with the problem of predicting outstanding claims payments on policies issued up to today to find an appropriate amount of capital, the claims reserve or technical provisions, to set aside in order to be able to meet obligations to policyholders. Historically, and commonly still today, this has been approached using purely algorithmic and deterministic methods, not based in any statistical models. LÄS MER