Estimating the number of unreported claims

16 Março 2011, 08:00 • Walther Neuhaus

3.        Estimating the number of unreported claims

3.1          Modelling the number of claims IBNR

3.2          Constant claim frequencies: Bornhuetter-Ferguson's method

3.3          Varying claim frequencies: The Chain-Ladder method

3.4          Varying claim frequencies: A Bayesian model

3.5          Varying claim frequencies: The Bühlmann-Straub model

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Estimating Outstanding Claims in General Insurance

14 Março 2011, 11:00 • Walther Neuhaus

1.        Introduction

1.1          General insurance contracts

1.2          Claim attachment principles

1.3          Stages in the life of a claim

1.4          Short-tailed and long-tailed lines of business

1.5          Valuation of outstanding claims

1.6          Case estimates

1.7          Nominal or discounted values

1.8          Time dimensions

1.9          Example

2.        Framework model

2.1          Continuous time

2.2          Discrete time

 

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