Sumários

17 Maio 2019, 10:00 • Walther Neuhaus

Bühlmann Straub and Hesselager Witting model, Benktander method

16 Maio 2019, 08:00 • Walther Neuhaus

Bayesian models and models with latent risk variables

15 Maio 2019, 08:00 • Walther Neuhaus

Derivation of the Chain ladder method for claim counts by Maximum Likelihood Estimation

14 Maio 2019, 08:00 • Walther Neuhaus

A closer look at the data and triangulations

Presentation of the 3D model

Derivation of the Bornhuetter-Gerguson method for claim counts by Maximum Likelihood Estimation

13 Maio 2019, 08:30 • Walther Neuhaus

1. INTRODUCTION

a. General insurance contracts: lines of insurance, claim attachment

b. Stages in the life of a claim: notification, assessment, handling, payment, settlement, reopening, recoveries

c. Purpose of valuation: accounting, pricing, portfolio transfer, commutation

d. Case estimates

e. Time dimensions (events): underwriting, loss event, claim reporting, payments, settlement

f. Four-letter words: CBNI, IBNR, RBNS

Introduction to the data to be used