کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
8902102 | 1631956 | 2018 | 29 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Collective loss reserving with two types of claims in motor third party liability insurance
ترجمه فارسی عنوان
با توجه به دو نوع ادعا در بیمه مسئولیت مدنی شخص ثالث، از دست دادن جمعی
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
چکیده انگلیسی
This paper adopts the new loss reserving approach proposed by Denuit and Trufin (2016), inspired from the collective model of risk theory. But instead of considering the whole set of claims as a collective, two types of claims are distinguished, those claims with relatively short development patterns and claims requiring longer developments. In each case, the total payment per cell is modelled by means of a Compound Poisson distribution with appropriate assumptions about the severities. A case study based on a motor third party liability insurance portfolio observed over 2004-2014 is used to illustrate the approach proposed in this paper. Comparisons with Chain-Ladder are performed and reveal significant differences in best estimates as well as in Value-at-Risk at high probability levels.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 335, June 2018, Pages 168-184
Journal: Journal of Computational and Applied Mathematics - Volume 335, June 2018, Pages 168-184
نویسندگان
Michel Denuit, Julien Trufin,