| 000 | 02428cam a2200301 a 4500 | ||
|---|---|---|---|
| 003 | EG-GiCUC | ||
| 008 | 150421s2014 ua f m 000 0 eng d | ||
| 040 |
_aEG-GiCUC _beng _cEG-GiCUC |
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| 041 | 0 | _aeng | |
| 049 | _aDeposite | ||
| 097 | _aM.Sc | ||
| 099 | _aCai01.05.03.M.Sc.2014.Ah.P | ||
| 100 | 0 | _aAhmed Mohammed Nagy Mohamed Osman | |
| 245 | 1 | 0 |
_aPrediction error in reserving methods applied to comprehensive motor insurance / _cAhmed Mohammed Nagy Mohamed Osman ; Supervised Ibrahim Mohamed Morgan |
| 246 | 1 | 5 | _aالتنبؤ بالخطأ فى أساليب تقدير المخصصات الفنية فى التأمينات العامة بالتطبيق على فرع السيارات التكميلى |
| 260 |
_aCairo : _bAhmed Mohammed Nagy Mohamed Osman , _c2014 |
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| 300 |
_a94 Leaves ; _c30cm |
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| 502 | _aThesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance | ||
| 520 | _aAccording 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 | _aIssued also as CD | ||
| 653 | 4 | _aComprehensive motor insurance | |
| 653 | 4 | _aFinancial supervisory authority | |
| 653 | 4 | _aReserving methods applied | |
| 700 | 0 |
_aIbrahim Mohamed Morgan , _eSupervisor |
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| 905 |
_aNazla _eRevisor |
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| 905 |
_aSamia _eCataloger |
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| 942 |
_2ddc _cTH |
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| 999 |
_c50540 _d50540 |
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