Sökning: "Chain Ladder Method CLM"

Hittade 2 uppsatser innehållade orden Chain Ladder Method CLM.

  1. 1. Application and Bootstrapping of the Munich Chain Ladder Method

    Master-uppsats, KTH/Matematisk statistik

    Författare :Victor Sundberg; [2016]
    Nyckelord :Munich Chain Ladder MCL ; Bootstrap; Reservsättning; Munich Chain Ladder MCL ; Bootstrap;

    Sammanfattning : 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 from an arbitrary insurance portfolio. MCL is also examined to determine if the future paid and incurred claims converge as time progresses. LÄS MER

  2. 2. Claims Reserving on Macro- and Micro-Level

    Master-uppsats, KTH/Matematisk statistik

    Författare :Annelie Johansson; [2015]
    Nyckelord :Claims reserving; Chain Ladder Model CLM ; Double Chain Ladder DCL ; Micro-model; Reservsättning; Chain Ladder Method CLM ; Double Chain Ladder DCL ; Mikro-nivå;

    Sammanfattning : 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. LÄS MER