Estimation of outstanding claims

21 Março 2011, 11:00 • Walther Neuhaus

Practical exercises programming loss reserving methods

 

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Two-dimensional models

19 Março 2011, 11:00 • Walther Neuhaus

6.        Two-dimensional models

6.1          Analysis of claim payments

6.2          Analysis of reported claim cost

6.3          Bühlmann-Straub's model

6.4          Benktander´s method

6.5          The chain ladder method and Mack's model

6.7          Hesselager-Witting's model with random delay probabilities

 

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Two-dimensional models

19 Março 2011, 08:00 • Walther Neuhaus

6.        Two-dimensional models

6.1          Analysis of claim payments

6.2          Analysis of reported claim cost

6.3          Bühlmann-Straub's model

6.4          Benktander´s method

6.5          The chain ladder method and Mack's model

6.7          Hesselager-Witting's model with random delay probabilities

 

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Number and cost of unreported claims

18 Março 2011, 08:30 • Walther Neuhaus

3.        Estimating the number of unreported claims

3.9          The number of claims CBNI

3.10        Measures of risk exposure

3.11        Tail development factors

    Bootstrapping in fixed-parameter models

4.        Estimating the amount of unreported claims

4.1          The amount of claims IBNR

4.2          The amount of claims CBNI

4.3          Estimating the severity distribution for different delays

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Estimating the number of unreported claims

16 Março 2011, 11:00 • Walther Neuhaus

Practical exercise: organising claims data to support estimation

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