Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Reservsättning"'
Autor:
Li, Julia
Loss reserving in P&C insurance, is the common practice of estimating the insurer’sliability from future claims it will have to pay out on. In the recent years, it has beenpopulartoexploretheoptionsofforecastingthislosswiththehelpofmachinelearningm
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-337175
Autor:
Borgman, Robin, Hellström, Axel
In this thesis we provide a construction of a micro-level reserving model for an economic disability insurance portfolio. The model is based on the mathematical framework developed by Norberg (1993). The data considered is provided by Trygg-Hansa. Th
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229064
Autor:
Borgman, Robin, Hellström, Axel
In this thesis we provide a construction of a micro-level reserving model for an economic disability insurance portfolio. The model is based on the mathematical framework developed by Norberg (1993). The data considered is provided by Trygg-Hansa. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c99255f96592105bd1da41a508c80c5e
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229064
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229064
Autor:
Sundberg, Victor
Point estimates of the Standard Chain Ladder method (CLM) and of the more complex Munich Chain Ladder method (MCL) are compared to real data on 38 different datasets in order to evaluate if MCL produces better predictions on average with a dataset fr
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-182136
Autor:
Sundberg, Victor
Point estimates of the Standard Chain Ladder method (CLM) and of the more complex Munich Chain Ladder method (MCL) are compared to real data on 38 different datasets in order to evaluate if MCL produces better predictions on average with a dataset fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______681::c0ee067c8444144ec35aed4f386e948d
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-182136
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-182136
Autor:
Johansson, Annelie
Three methods for claims reserving are compared on two data sets. The first two methods are the commonly used chain ladder method that uses aggregated payments and the relatively new method, double chain ladder, that apart from the payments data also
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173113