Academic literature on the topic 'Metoda Chain Ladder'
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Journal articles on the topic "Metoda Chain Ladder"
Novita, Mila, Shely Triana, and Suci Fratama Sari. "Mean Squared Error Metode Chain Ladder, Bornhuetter-Ferguson, dan Benktander dalam Prediksi Cadangan Klaim Asuransi Umum." Jurnal Riset dan Aplikasi Matematika (JRAM) 2, no. 2 (October 27, 2018): 93. http://dx.doi.org/10.26740/jram.v2n2.p93-100.
Full textSugianto, Antonius, Ngesti Yuwono, and Kristianus Satriawan. "PERANCANGAN KURSI TANGGA MENGGUNAKAN METODE QUALITY FUNCTION DEPLOYMENT." Jurnal Muara Sains, Teknologi, Kedokteran dan Ilmu Kesehatan 4, no. 2 (October 29, 2020): 229. http://dx.doi.org/10.24912/jmstkik.v4i2.7968.
Full textJumriani, Jumriani, Suriah Suriah, and Muhammad Rachmat. "Modifikasi Perilaku Penghentian Buang Air Besar Sembarangan dengan Metode Antecedent Behavior Consequence." Hasanuddin Journal of Public Health 1, no. 2 (June 30, 2020): 132–41. http://dx.doi.org/10.30597/hjph.v1i2.9236.
Full textDissertations / Theses on the topic "Metoda Chain Ladder"
Žváčková, Lenka. "Rozšířená metoda Chain Ladder s využitím kovariancí." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-15751.
Full textKozlová, Alena. "Trojúhelníková schémata v neživotním pojištění." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-124521.
Full textSundberg, Victor. "Application and Bootstrapping of the Munich Chain Ladder Method." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-182136.
Full textPunktskattningar gjorda med Standard Chain Ladder (CLM) och den mer komplexa Munich Chain Ladder-metoden (MCL) jämförs med verklig data för 38 olika dataset för att evaluera om MCL ger bättre prediktioner i genomsnitt än CLM för en godtycklig försäkringsportfölj. MCLs prediktioner undersöks också för att se om de betalda och de kända skadekostnaderna konvergerar. En bootstrapmodell baserad på MCL (BMCL) undersöks för att utvärdera om möjligheterna att estimera täthetsfunktionen (probability density function, PDF) av framtida skadekostnader och av ”observable claim development results (OCDR)”. Resultaten visar att MCLs estimerade betalda och kända skadekostnader konvergerar. Resultaten visar även att när man evaluerar alla dataseten så ger MCL i genomsnitt bättre prediktioner än CLM med betald data, men ingen förbättring kan ses med CLM med känd skadekostnadsdata. Vidare visar resultaten även att genom att bara titta på dataset som uppfyller vissa krav, eller genom att bara använda olycksår efter 1999, så ökar andelen dataset där MCL ger bättre prediktioner än CLM.Vid evaluering av BMCL ser man att den kan producera estimerade PDF:er för ultimo-reserver och OCDR:er, men att medelvärdet av ultimo-reserv prediktionerna från BMCL inte konvergerar mot MCL-prediktionerna och att medelvärdet av OCDR:erna inte konvergerar mot noll. För att få rätt konvergens så centreras OCDR PDF:erna och ultimo-reservernas medelvärden sätts till motsvarande MCL-prediktionens värde genom multiplikation.
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 textTre reservsättningsmetoder jämförs på två dataset. De första två metoderna är den välkända chain ladder-metoden som använder sig av aggregerade utbetalningar samt den relativt nya metoden double chain ladder som förutom utbetalningarna använder sig av antalet anmälda skador. Den tredje metoden baseras på mikro-nivå och kräver information om varje enskild skada, såsom anmälningstid och antalet utbetalningsperioder. De två dataseten som används är ett som innehåller skador med typiskt kortare avvecklingstider och ett som innehåller skador med typiskt längre avvecklingstider. Frågorna som behandlas är om man vinner något på att använda en mer avancerad metod än chain ladder och om det skiljer sig åt mellan dataseten. Metoderna jämförs genom simulering av reserven, men också genom att jämföra punktskattningar med den verkliga reserven. Resultaten visar att man I detta fall inte vinner något på att använda mikro-metoden. Double chain ladder å andra sidan presterar bättre än chain ladder. Skillnaden mellan de två dataseten är att det är svårare att estimera reserven när avvecklingstiden är längre, men ingen skillnad ses när det gäller val av metod
Martin, Peter. "Loss Reserving Chain Ladder Methods Applied to a Small Midwestern Insurance Company." Thesis, North Dakota State University, 2015. https://hdl.handle.net/10365/27866.
Full textKuang, Di. "The chain ladder method and its extensions for forecasting reserves in general insurance." Thesis, University of Oxford, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.531972.
Full textSloma, 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 textThe aim of this thesis is twofold. First, we concentrate on the study of weak convergence of weighted empirical copula processes. We provide sufficient conditions for this convergence to hold to a limiting Gaussian process. Our results are obtained in the framework of convergence in the Banach space $L^{p}$ ($1\leq p <\infty $). Statistical applications to goodness of fit (GOF) tests for copulas are given to illustrate these results. We pay special attention to GOF tests based on Cramér-von Mises type statistics. Second, we discuss the problem of stochastic claims reserving in general non-life insurance. Stochastic models are needed in order to assess the variability of the claims reserve. The starting point of this thesis is an observed inconsistency between the approaches used in practice and that suggested in the literature. To fill this gap, we present a general tool for measuring the uncertainty of reserves in the framework of ultimate (Chapter 3) and one-year time horizon (Chapter 4), based on the Chain-Ladder method
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 textNeste 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 depois obtidas utilizando três métodos diferentes, Chain Ladder, Cape Cod e Benktander. Por forma a estimar o desvio padrão associado a cada método utilizado serão simulados diferentes cenários e calculada a diferença entre as reservas agregadas obtidas para 2014 e 2015 (exceptuando o período de 2015 correspondente ao qual em 2014 não foi possível recolher valores de reservas). A esta técnica é dado o nome de OCD, isto é, The One-Year Claim Development. De entre os três métodos utilizados será eleito aquele cuja medida de sensibilidade para um ano (média dos desvios padrão obtidos) for menor, e consequentemente considerar-se-á esse o melhor método para tratar sinistros graves em Portugal. Devo ainda referir que a leitura e compreensão deste relatório pressupõe o conhecimento prévio das bases da actividade seguradora no ramo automóvel, bem como do processo de cálculo de reservas matemáticas.
This report will arrive at a conclusion by explaining to the reader the basic reasoning behind splitting large claims as well as the most common methods for BI reserving. It is assumed that the reader has fundamental understanding of the insurance industry, motor insurance and BI, and the reserving process. It is necessary to explain the practices used by Portugal and other Liberty International countries to form an opinion of those practices by applying them to Portugal's claim information. Furthermore, the question of whether to split large claims or not will be thoroughly evaluated. Finally, there will be an aggregate suggestion as to the best splitting practice and reserving methodology specific for Liberty Seguros Portugal. To do this, several shocked scenarios will be simulated. Additional large claims will be introduced to the total incurred claims triangle and large claim count triangles. The one-year claim development (OCD) will then be compared using different reserving methodologies, the Chain Ladder Method, Cape Cod Method, and Benktander Method. The one-year claim development is measured by the change in the aggregate reserve ultimate between 2014 and 2015 (excluding the 2015 cohort for which no aggregate reserve ultimate was available in 2014). The standard deviation of each method's one-year uncertainty will be calculated by computing the OCD of each method under the three shocked scenarios. The technique that yields the lowest average of standard deviations, called the one-year sensitivity measure by the author, will be selected as the best approach for handling large claims.
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 textJanáková, Veronika. "Mnichovská metoda chain ladder." Master's thesis, 2011. http://www.nusl.cz/ntk/nusl-297859.
Full textBook chapters on the topic "Metoda Chain Ladder"
Schmidt, Klaus D. "Munich Chain Ladder Method." In EAA Series, 201–7. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30056-6_27.
Full textSchmidt, Klaus D. "Chain Ladder Method (Basics)." In EAA Series, 53–59. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30056-6_6.
Full textHess, Klaus Th, Klaus D. Schmidt, and Anja Schnaus. "Chain Ladder Method (Models)." In EAA Series, 61–69. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30056-6_7.
Full textSchmidt, Klaus D. "Chain Ladder Method (Prediction Error)." In EAA Series, 71–74. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30056-6_8.
Full textGao, Guangyuan. "Bayesian Chain Ladder Models." In Bayesian Claims Reserving Methods in Non-life Insurance with Stan, 73–115. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-3609-6_4.
Full text"Chain-Ladder Models." In Stochastic Claims Reserving Methods in Insurance, 33–89. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119206262.ch3.
Full text"Selected Topics I: Chain-Ladder Methods." In Stochastic Claims Reserving Methods in Insurance, 331–68. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119206262.ch9.
Full textMark, James E., Harry R. Allcock, and Robert West. "Polysiloxanes and Related Polymers." In Inorganic Polymers. Oxford University Press, 2005. http://dx.doi.org/10.1093/oso/9780195131192.003.0008.
Full textMark, James E., Dale W. Schaefer, and Gui Lin. "Introduction." In The Polysiloxanes. Oxford University Press, 2015. http://dx.doi.org/10.1093/oso/9780195181739.003.0003.
Full textConference papers on the topic "Metoda Chain Ladder"
Raeva, Elitsa, Velizar Pavlov, and Simona Georgieva. "Claim reserving estimation by using the chain ladder method." In SEVENTH INTERNATIONAL CONFERENCE ON NEW TRENDS IN THE APPLICATIONS OF DIFFERENTIAL EQUATIONS IN SCIENCES (NTADES 2020). AIP Publishing, 2021. http://dx.doi.org/10.1063/5.0040192.
Full textYecheng Zhang, Guohai Liu, Rongbiao Zhang, and Chunyan Zhang. "Cycle chain ladder deceleration control method research based on permanent magnet synchronous generator." In 2010 IEEE International Conference on Information Theory and Information Security (ICITIS). IEEE, 2010. http://dx.doi.org/10.1109/icitis.2010.5689625.
Full textLo, Janzen, Dimitris Metaxas, and Norman I. Badler. "Controlling a Dynamic System With Open and Closed Loops: Application to Ladder Climbing." In ASME 1997 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1997. http://dx.doi.org/10.1115/detc97/vib-4224.
Full textRaeva, Elitsa, and Velizar Pavlov. "Inflation as a factor in the chain ladder method for estimating outstanding claims reserves." In EIGHTH INTERNATIONAL CONFERENCE NEW TRENDS IN THE APPLICATIONS OF DIFFERENTIAL EQUATIONS IN SCIENCES (NTADES2021). AIP Publishing, 2022. http://dx.doi.org/10.1063/5.0083769.
Full textKumar, S. "Theoretical Investigation of Ballistic Electron Transport in Au and Ag Nanoribbons." In Functional Materials and Applied Physics. Materials Research Forum LLC, 2022. http://dx.doi.org/10.21741/9781644901878-5.
Full textSivanathan, Aparajithan, Mohamed Abdel-Wahab, Frederic Bosche, and Theodore Lim. "Towards a Cyber-Physical Gaming System for Training in the Construction and Engineering Industry." In ASME 2014 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/detc2014-34930.
Full textRichardson, Ian E. "The Complex Challenge of Repairing the Gantry Steelwork on the First Generation Magnox Storage Pond at Sellafield: Legacy Waste Storage, First Generation Magnox Storage Pond." In ASME 2011 14th International Conference on Environmental Remediation and Radioactive Waste Management. ASMEDC, 2011. http://dx.doi.org/10.1115/icem2011-59133.
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