TY  - BOOK
AU  - Shana Yousef Abdallah Mohamed
AU  - Raafat Ahmed Ali Ibrahim , 
TI  - Enhancing the general insurer's value through integrated risk modeling / 
PY  - 2018///
CY  - Cairo : 
PB  - Shana Yousef Abdallah Mohamed , 
KW  - General insurer's
KW  - Risk modeling
KW  - Undertaking specific parameters (USP)
N1  - Thesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance; Issued also as CD
N2  - Solvency II outline intends to assess an efficient risk management system for insurance and reinsurance undertakings, particularly, to ensure that the undertakings will be able to survive in the financially tough periods,consequently, protecting the undertakings' financial system and policyholders' rights. As a part of solvency II applications in the general insurance sector, this work aims at estimating the undertaking specific parameters (USP) for premium risk and reserve risk which is considered as an essential element in estimating the non-life underwriting risk.One of the non linear optimization methods, based on R software is employed, for estimating the premium volatility, while two methods are used for estimating the reserve volatility which are the"Premium type method", that also uses the R software for the non-linear optimization, and the "Triangular method",suggested by European Insurance and Occupational Pensions Authority (EIOPA), that depends on the Chain Ladder approach and the Mean Squared Error of Prediction presented by Merz-Wu ẗhrich (2008).These methods are applied on accident, fire and motor comprehensive lines of business, using historical data from an Egyptian general insurance company from 2008 to 2016
ER  -