Essays about: "Claims reserving"

Found 5 essays containing the words Claims reserving.

  1. 1. Individual Claims Modelling with Recurrent Neural Networks in Insurance Loss Reserving

    University essay from KTH/Matematik (Avd.)

    Author : Julia Li; [2021]
    Keywords : recurrent neural network; loss reserving; insurance; deeptriangle; chain ladder; återkommande neural nätverk; reservsättning; skadeförsäkring; deeptriangle; chain ladder;

    Abstract : Loss reserving in P&C insurance, is the common practice of estimating the insurer’sliability from future claims it will have to pay out on. In the recent years, it has beenpopulartoexploretheoptionsofforecastingthislosswiththehelpofmachinelearningmethods. READ MORE

  3. 2. Micro-Level Loss Reserving in Economic Disability Insurance

    University essay from KTH/Matematisk statistik

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

    Abstract : 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. READ MORE

  4. 3. Claims Reserving using Gradient Boosting and Generalized Linear Models

    University essay from KTH/Matematisk statistik

    Author : Marcus Ahlgren; [2018]
    Keywords : ;

    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. READ MORE

  5. 4. Claims Reserving on Macro- and Micro-Level

    University essay from KTH/Matematisk statistik

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

    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. READ MORE

  6. 5. Insurance Loss Reserving

    University essay from Lunds universitet/Matematisk statistik

    Author : Theodor Bjarnason; Marcus Sjögren; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : 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. READ MORE