Loss Reserving

30 Março 2012, 10:00 • Walther Neuhaus

Generalised linear models in loss reserving Examples using SAS Enterprise Guide Reinsurance share of outstanding claims Finished class shortly after 12:00

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Loss Reserving

28 Março 2012, 08:00 • Walther Neuhaus

Working through Exercise 4 Claim provisions and premium provisions Towards better estimates 2D Loss Reserving Methods vs 3D Loss Reserving Methods Useful diagnostics Data requirements

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Loss Reserving

27 Março 2012, 08:00 • Walther Neuhaus

Log-linear models

Bootstrapping in log-linear models

Exercises

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Loss Reserving

26 Março 2012, 08:00 • Walther Neuhaus

The chain ladder method and Mack's model Log-linear models Bootstrapping in log-linear models

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Loss Reserving

23 Março 2012, 10:00 • Walther Neuhaus

Two-dimensional models for claim amounts Projection of claim payments Projection of reported claim cost Bornhuetter-Ferguson method Chain ladder method Bühlmann-Straub's model for claim amounts Benktander´s method

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