Sökning: "Loss Reserving"

Hittade 3 uppsatser innehållade orden Loss Reserving.

  1. 1. Micro-Level Loss Reserving in Economic Disability Insurance

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Robin Borgman; Axel Hellström; [2018]
    Nyckelord :Micro Model; IBNR; RBNS; Loss Reserving; Micro modell; IBNR; RBNS; Reservsättning;

    Sammanfattning : 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. The micro model tracks the development of each individual claim throughout its lifetime. LÄS MER

  2. 2. Claim-level loss reserving for workers compensation insurance

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Stefan Ekberg; [2015]
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  3. 3. Insurance Loss Reserving

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Theodor Bjarnason; Marcus Sjögren; [2014]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : The concept of run-o triangles is widely used within the actuarial eld. Its purpose is to estimate Incurred But Not Reported claims for insurance portfolios, in order to set appropriate reserves that are in compliance with regulatory requirements as well as the company's risk appetite. LÄS MER