Relevant bibliographies by topics / Claims reserving

Contents

  1. Dissertations / Theses

Academic literature on the topic 'Claims reserving'

Author: Grafiati
Published: 4 June 2021
Last updated: 30 January 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Claims reserving.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Dissertations / Theses on the topic "Claims reserving"

1

Johansson, Annelie. "Claims Reserving on Macro- and Micro-Level." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173113.

Full text
Abstract:
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 uses the number of reported claims. The third method is more advanced, data on micro-level is needed such as the reporting delay and the number of payment periods for every single claim. The two data sets that are used consist of claims with typically shorter and longer settlement time, respectively. The questions considered are if you can gain an
APA, Harvard, Vancouver, ISO, and other styles
2

Ahlgren, Marcus. "Claims Reserving using Gradient Boosting and Generalized Linear Models." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229406.

Full text
Abstract:
One fundamental function of an insurance company revolves around calculating the expected claims costs for which the insurer has to compensate its policyholders for. This is the process of claims reserving which is practised by actuaries using statistical methods. Over the last few decades statistical learning methods have become increasingly popular due to their ability to find complex patterns in any type of data. However, they have not been widely adapted within the insurance sector. In this thesis we evaluate the capability of claims reserving with the method of gradient boosting, a non-pa
APA, Harvard, Vancouver, ISO, and other styles
3

Mann, Eric M. "A comparison of stochastic claim reserving methods." Kansas State University, 2011. http://hdl.handle.net/2097/13125.

Full text
Abstract:
Master of Science<br>Department of Statistics<br>Haiyan Wang<br>Estimating unpaid liabilities for insurance companies is an extremely important aspect of insurance operations. Consistent underestimation can result in companies requiring more reserves which can lead to lower profits, downgraded credit ratings, and in the worst case scenarios, insurance company insolvency. Consistent overestimation can lead to inefficient capital allocation and a higher overall cost of capital. Due to the importance of these estimates and the variability of these unpaid liabilities, a multitude of methods have b
APA, Harvard, Vancouver, ISO, and other styles
4

Björkwall, Susanna. "Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models." Doctoral thesis, Stockholms universitet, Matematiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-55347.

Full text
Abstract:
In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. Moreover, the actuaries often make ad hoc adjustments of the methods, for example, smoothing of the chain-ladder development factors, in order to fit the data set under analysis. However, stochastic models are needed in order to assess the variability of the claims reserve. The standard statistical approach would be to first specify a model, then find
APA, Harvard, Vancouver, ISO, and other styles
5

Liu, Huijuan. "Stochastic claims reserving for methods which combine information from multiple data sets." Thesis, City University London, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.492349.

Full text
Abstract:
This thesis is concerned with the approximations of prediction error and predictive distribution of the best reserve estimate produced by the models which combine information from multiple data sets. Two models are studied . ~; within the GLM framework, i.e. SClmieper's: model proposed by Schnieper (1991) and the MeL method introduced by Quargand Mack (2004). Theoretical and empirical approximation approaches for the MSEP of these two models are discussed and compared. This includes derivations of closed formulae following the approaches introduced by· both Mack (1993) and Murphy (1994) and
APA, Harvard, Vancouver, ISO, and other styles
6

Verrall, Richard John. "Stochastic models for triangular tables with applications to cohort data and claims reserving." Thesis, City University London, 1989. http://openaccess.city.ac.uk/7407/.

Full text
Abstract:
Stochastic models for triangular data are derived and applied to claims reserving data. The standard actuarial technique, the so-called "chain-ladder technique" is given a sound statistical foundation and considered as a linear model. This linear model, the '"Chain Ladder Linear Model" is extended to encompass Bayesian, empirical Bayes and dynamic estimation. The empirical Bayes results are given a credibility theory interpretation, and the advantages and disadvantages of the various approaches are highlighted. Finally, the methods are extended to two-dimensional systems and results based on c
APA, Harvard, Vancouver, ISO, and other styles
7

Barnouski, Jebidiah Lee. "Using one-year claim development to chose a large claim reserving technique." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/11589.

Full text
Abstract:
Mestrado em Ciências Actuariais<br>Neste relatório será também explicado ao seu leitor o que é que está na base da separação dos sinistros graves dos restantes, bem como dos métodos frequentemente utilizados para o cálculo de reservas para sinistros com danos corporais. Será também exposto o processo de gestão de sinistros graves actualmente utilizado em Portugal e nas restantes sucursais da Liberty. Para chegar à conclusão de qual o melhor método a sugerir serão primeiramente completados os triângulos tanto de pagamentos ocorridos como de frequências esperadas. As reservas agregadas serão d
APA, Harvard, Vancouver, ISO, and other styles
8

Happ, Sebastian Verfasser], and Michael [Akademischer Betreuer] [Merz. "Stochastic Claims Reserving under Consideration of Various Different Sources of Information / Sebastian Happ. Betreuer: Michael Merz." Hamburg : Staats- und Universitätsbibliothek Hamburg, 2014. http://d-nb.info/1053811489/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Sloma, Przemyslaw. "Contribution to the weak convergence of empirical copula process : contribution to the stochastic claims reserving in general insurance." Thesis, Paris 6, 2014. http://www.theses.fr/2014PA066563/document.

Full text
Abstract:
Dans la première partie de la thèse, nous nous intéressons à la convergence faible du processus empirique pondéré des copules. Nous fournissons la condition suffisante pour que cette convergence ait lieu vers un processus Gaussien limite. Nos résultats sont obtenus dans un espace de Banach L^p. Nous donnons des applications statistiques de ces résultats aux tests d'adéquation (tests of goodness of fit) pour les copules. Une attention spéciale est portée aux tests basées sur des statistiques de type Cramér-von Mises.Dans un second temps, nous étudions le problème de provisionnement stochastique
APA, Harvard, Vancouver, ISO, and other styles
10

Moerup, Casper Jacob. "Prediction of claim cost in general insurance." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/18176.

Full text
Abstract:
Mestrado em Actuarial Science<br>O trabalho seguinte foi realizado durante uma colocação de estágio na If Industrial P & C Insurance, em Estocolmo, na Suécia. Este relatório destaca e discute algumas das diferenças entre o seguro industrial e privado e percorre o processo de “Análise do Ano Normal”. A análise avalia os dados das reivindicações com o objetivo de projetar as perdas em um ano no futuro. A Teoria do Risco Colectivo e a Estimação da Máxima Verossimilhança são utilizadas para obter uma estimativa da gravidade das reivindicações. Além disso, as reservas são estimadas usando o método
APA, Harvard, Vancouver, ISO, and other styles
More sources
You might also be interested in the extended bibliographies on the topic 'Claims reserving' for particular source types:
Dissertations / Theses
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography