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العنوان
Applying the bootstrap statistical technique to claims reserving in general insurance /
الناشر
Zakarya Abdelnaby Ahmed Abdelbaqy Elsherief ,
المؤلف
Zakarya Abdelnaby Ahmed Abdelbaqy Elsherief
هيئة الاعداد
باحث / Zakarya Abdelnaby Ahmed Abdelbaqy Elsherief
مشرف / Raafat Ahmed Ali Ibrahim
مشرف / . Lobna Mohamed Farid
مشرف / Said Abdou Ali Abd Elsalam
تاريخ النشر
2018
عدد الصفحات
92 Leaves :
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
الرياضيات (المتنوعة)
تاريخ الإجازة
22/5/2019
مكان الإجازة
جامعة القاهرة - كلية التجارة - Mathematics and Insurance
الفهرس
Only 14 pages are availabe for public view

from 119

from 119

Abstract

Estimating Incurred but Not Reported claims (IBNR) reserve is considered as one of the key duties done by actuaries in general insurance companies. According to the instructions of the Egyptian insurance regulator; Financial Regulatory Authority (FRA). All general insurance companies operating in the Egyptian market should submit the Unified Actuarial Report that contains Technical Reserves Estimation and Profitability Testing. This thesis discussed technical reserves estimation and specifically the IBNR claims reserve. The estimation methods of IBNR claims reserve that are currently used under the Unified Actuarial Report, are Deterministic Methods. Such as; Chain Ladder (CL), Bornheutter-Ferguson (BF), Initial Expected Loss Ratio (IELR), {u2026}etc. Which provide ONLY the expected IBNR claims reserve as a point estimate. This thesis explored the most used Stochastic Reserving Models according to the survey of ASTIN Working Party (2016) on 2Non-Life Reserving Practices3