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Prediction error in reserving methods applied to comprehensive motor insurance / Ahmed Mohammed Nagy Mohamed Osman ; Supervised Ibrahim Mohamed Morgan

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Ahmed Mohammed Nagy Mohamed Osman , 2014Description: 94 Leaves ; 30cmOther title:
  • التنبؤ بالخطأ فى أساليب تقدير المخصصات الفنية فى التأمينات العامة بالتطبيق على فرع السيارات التكميلى [Added title page title]
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Dissertation note: Thesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance Summary: 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
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Item type Current library Home library Call number Copy number Status Date due Barcode
Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.05.03.M.Sc.2014.Ah.P (Browse shelf(Opens below)) Not for loan 01010110065234000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.05.03.M.Sc.2014.Ah.P (Browse shelf(Opens below)) 65234.CD Not for loan 01020110065234000

Thesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance

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

Issued also as CD

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