Zobrazeno 1 - 10
of 39
pro vyhledávání: '"claims reserve"'
Autor:
Ayunda Anisa Soleha, Yulial Hikmah
Publikováno v:
International Journal of Industrial Engineering and Production Research, Vol 33, Iss 4, Pp 1-8 (2022)
One of the problems faced by insurance companies, especially for the business class that has a long tail, is the length of the claim settlement period until the claim is paid off because there are procedures that must be carried out, such as analyzin
Externí odkaz:
https://doaj.org/article/06b9b60c978649739642be8e07ce0291
Publikováno v:
Contextus, Vol 21, Iss esp.1 (2023)
The study aimed to propose a new approach to the chain-ladder method using for that Gaussian Fuzzy Numbers. For that, the text introduces concepts and establishes new perspectives that allow not just the use of this kind of fuzzy number in the claim
Externí odkaz:
https://doaj.org/article/8188fe3373b648c499a83e8ffeebf6e0
Autor:
Fersini, Paola a, ⁎, Melisi, Giuseppe b
Publikováno v:
In Insurance Mathematics and Economics May 2016 68:27-44
Akademický článek
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Autor:
Godfrey Cadogan
A new method of forecasting the pricing kernel, i.e., stochastic claim inflation or link ratio function, of incurred but not reported (IBNR) claims (in property-casualty insurance) from residuals in a dynamic claims forecast model is presented. We em
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7369f573fc16329ab438415b68c229f0
https://doi.org/10.32920/ryerson.14640030.v1
https://doi.org/10.32920/ryerson.14640030.v1
Autor:
Giuseppe Melisi, Paola Fersini
Publikováno v:
Insurance: Mathematics and Economics. 68:27-44
As commonly known, to evaluate the claims reserve (otherwise known as the provision for outstanding claims), the loss adjuster uses as a first component the claims reserve given by the sum of the estimated provision for each outstanding claim (known
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::96ef9522c84dd43a669b701168beefbb
https://doi.org/10.1016/j.insmatheco.2016.02.002
https://doi.org/10.1016/j.insmatheco.2016.02.002
Akademický článek
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Autor:
Fersini, Paola, Melisi, Giuseppe
Publikováno v:
Insurance Markets and Companies, Vol 6, Iss 2, Pp 5-25 (2015)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e0e7ee41b70981aada984b644a9bd0f1
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7076/IMC_2015_02_Fersini.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7076/IMC_2015_02_Fersini.pdf
In general insurance, measuring the uncertainty of future loss payments and estimating the claims reserve are primary goals of actuaries. To deal with these tricky tasks, a broad literature is available on deterministic and stochastic approaches, mos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d526088184974ae0f85642cf42dd6769
http://hdl.handle.net/10807/129736
http://hdl.handle.net/10807/129736
Akademický článek
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