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Applying the bootstrap statistical technique to claims reserving in general insurance / Zakarya Abdelnaby Ahmed Abdelbaqy Elsherief ; Supervised Raafat Ahmed Ali Ibrahim

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Zakarya Abdelnaby Ahmed Abdelbaqy Elsherief , 2018Description: 92 Leaves : charts ; 30cmOther title:
  • تطبيق أسلوب البوتستراب الإحصائي في تقدير مخصصات التعويضات في التأمينات العامة [Added title page title]
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Dissertation note: Thesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance Summary: Estimating Incurred but Not Reported claims (IBNR) reserve is considered as one of the key duties done by actuaries in general insurance companies. According to the instructions of the Egyptian insurance regulator; Financial Regulatory Authority (FRA). All general insurance companies operating in the Egyptian market should submit the Unified Actuarial Report that contains Technical Reserves Estimation and Profitability Testing. This thesis discussed technical reserves estimation and specifically the IBNR claims reserve. The estimation methods of IBNR claims reserve that are currently used under the Unified Actuarial Report, are Deterministic Methods. Such as; Chain Ladder (CL), Bornheutter-Ferguson (BF), Initial Expected Loss Ratio (IELR), {u2026}etc. Which provide ONLY the expected IBNR claims reserve as a point estimate. This thesis explored the most used Stochastic Reserving Models according to the survey of ASTIN Working Party (2016) on 2Non-Life Reserving Practices3
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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.2018.Za.A (Browse shelf(Opens below)) Not for loan 01010110078240000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.05.03.M.Sc.2018.Za.A (Browse shelf(Opens below)) 78240.CD Not for loan 01020110078240000

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

Estimating Incurred but Not Reported claims (IBNR) reserve is considered as one of the key duties done by actuaries in general insurance companies. According to the instructions of the Egyptian insurance regulator; Financial Regulatory Authority (FRA). All general insurance companies operating in the Egyptian market should submit the Unified Actuarial Report that contains Technical Reserves Estimation and Profitability Testing. This thesis discussed technical reserves estimation and specifically the IBNR claims reserve. The estimation methods of IBNR claims reserve that are currently used under the Unified Actuarial Report, are Deterministic Methods. Such as; Chain Ladder (CL), Bornheutter-Ferguson (BF), Initial Expected Loss Ratio (IELR), {u2026}etc. Which provide ONLY the expected IBNR claims reserve as a point estimate. This thesis explored the most used Stochastic Reserving Models according to the survey of ASTIN Working Party (2016) on 2Non-Life Reserving Practices3

Issued also as CD

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