UNCERTAINTY OF THE CLAIMS DEVELOPMENT RESULT
2020
KARATAŞ, Rümeysa
Claims development result is difference between two consecutive estimates for total ultimate loss. Claims development result appear in the profit and loss acount at the end of period concerned. It is very important for insurance companies to calculate and determine these values. In this study, we analyze claims development result and its prediction uncertainty. We calculate reserves for two different reserve methods (chain ladder and additive loss reserving method). In conclusion, we compare results for these reserve methods.
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出版者
ANATOLIA ACADEMY OF SCIENCES
其它主题
Solvency; Ultimate claim; Claims development result; Stochastic loss reserving; Chain ladder method; Loss experience
语言
英语
格式
application/pdf
许可
Copyright (c) 2022 International Journal of Natural and Engineering Sciences
ISSN
2146-0086
类型
Info:eu-Repo/semantics/article; Info:eu-Repo/semantics/publishedversion; Peer-Reviewed Article
来源
International Journal of Natural and Engineering Sciences; Vol. 14 No. 2 (2020): 2020-2; 54-63, Uluslararası Doğa ve Mühendislik Bilimleri Dergisi (IJNES); Cilt 14 Sayı 2 (2020): 2020-2; 54-63, 2146-0086
2025-02-25
Dublin Core
