Sumários
Estimating outstanding claims in general insurance
17 Maio 2019, 10:00 • Walther Neuhaus
Bühlmann Straub and Hesselager Witting model, Benktander method
Estimating outstanding claims in general insurance
16 Maio 2019, 08:00 • Walther Neuhaus
Bayesian models and models with latent risk variables
Estimating outstanding claims in general insurance
15 Maio 2019, 08:00 • Walther Neuhaus
Derivation of the Chain ladder method for claim counts by Maximum Likelihood Estimation
Estimating outstanding claims in general insurance
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
Estimating outstanding claims in general insurance
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