Estimating ultimate claims using predictive modeling methods : (Record no. 74197)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03057cam a2200325 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223032408.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190928s2019 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 | Ph.D |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.05.03.Ph.D.2019.Ah.E |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ahmed Mohammed Nagy |
| 245 10 - TITLE STATEMENT | |
| Title | Estimating ultimate claims using predictive modeling methods : |
| Remainder of title | Applied to motor insurance / |
| Statement of responsibility, etc. | Ahmed Mohammed Nagy ; Supervised Moawad Hassanein |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | تقدير المطالبات النهائية بإستخدام نماذج التنبؤ : |
| Remainder of title | بالتطبيق على فرع تأمين السيارات التكميلى |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Ahmed Mohammed Nagy , |
| Date of publication, distribution, etc. | 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 182 Leaves ; |
| Dimensions | 25cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (Ph.D.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | There is an increasing interest to estimate the error of the final ultimate claims, and to provide a clear picture of the deviation of the estimated future outflow of the insurance companies. Estimating prediction error is now a requirement in many jurisdiction, also it will be a reporting requirement according to the new IFRS standard number 17 which will be applied by 2021. The aim of this theses is to highlight the reserving underestimation in the Egyptian insurance market, and to analyze the common sources of the prediction error, also we reviewed the most popular deterministic and stochastic reserving methods that commonly used by the actuaries along with a fitting methodology to be applied over the results of any reserving method. To fulfill the thesis objective, the First chapter introduces the case reserve underestimation problem for comprehensive motor insurance and third party liability motor insurance in the Egyptian market. The Second chapter introduces the scope of insurance coverage of motor insurance in the Egyptian market compared to the best practices around the world, we also reviewed the standard claim reserving process, the categories of reserves and its importance in financial reporting and the main factors that causes inadequacy of claim reserves. The third chapter introduces the main deterministic reserving methods that applied by the actuaries in the Egyptian insurance market to estimate the ultimate claims, we also reviewed the main stochastic reserving methods that capture the reserving prediction error of the estimated reserves, we applied the basic development method, BF method, cape code method, Mack method, bootstrapping method and multiregressional method. The chapter also introduces a fitting methodology that can be applied to any reserving method |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Estimating ultimate claims |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Motor insurance |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Predictive modeling methods |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Moawad Hassanein , |
| Relator term | |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
| 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.Ph.D.2019.Ah.E | 01010110079432000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.05.03.Ph.D.2019.Ah.E | 01020110079432000 | 22.09.2023 | CD - Rom | 79432.CD |