Essays about: "Reservsättning"

Found 5 essays containing the word Reservsättning.

  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. Application and Bootstrapping of the Munich Chain Ladder Method

    University essay from KTH/Matematisk statistik

    Author : Victor Sundberg; [2016]
    Keywords : Munich Chain Ladder MCL ; Bootstrap; Reservsättning; Munich Chain Ladder MCL ; Bootstrap;

    Abstract : 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. READ MORE

  6. 5. 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