Prediction error in reserving methods applied to comprehensive motor insurance / (Record no. 50540)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02428cam a2200301 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 150421s2014 ua f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Deposite |
| 097 ## - Thesis Degree | |
| Thesis Level | M.Sc |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.05.03.M.Sc.2014.Ah.P |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ahmed Mohammed Nagy Mohamed Osman |
| 245 10 - TITLE STATEMENT | |
| Title | Prediction error in reserving methods applied to comprehensive motor insurance / |
| Statement of responsibility, etc. | Ahmed Mohammed Nagy Mohamed Osman ; Supervised Ibrahim Mohamed Morgan |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | التنبؤ بالخطأ فى أساليب تقدير المخصصات الفنية فى التأمينات العامة بالتطبيق على فرع السيارات التكميلى |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Ahmed Mohammed Nagy Mohamed Osman , |
| Date of publication, distribution, etc. | 2014 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 94 Leaves ; |
| Dimensions | 30cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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 thesis 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 thesis, 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 public insurance company is analyzed and thetheoretical prediction error for the chain-ladder model is calculated |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Comprehensive motor insurance |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Financial supervisory authority |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Reserving methods applied |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ibrahim Mohamed Morgan , |
| Relator term | |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Nazla |
| Reviser | Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Samia |
| Reviser | Cataloger |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.05.03.M.Sc.2014.Ah.P | 01010110065234000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.05.03.M.Sc.2014.Ah.P | 01020110065234000 | 22.09.2023 | CD - Rom | 65234.CD |