Search for dissertations about: "claims reserving"

Found 5 swedish dissertations containing the words claims reserving.

  2. 1. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models

    Author : Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. READ MORE

  4. 2. Micro-level claims reserving in non-life insurance

    Author : Felix Wahl; Mathias Lindholm; Filip Lindskog; Katrien Antonio; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

    Abstract : Actuarial reserving deals with the problem of predicting outstanding claims payments on policies issued up to today to find an appropriate amount of capital, the claims reserve or technical provisions, to set aside in order to be able to meet obligations to policyholders. Historically, and commonly still today, this has been approached using purely algorithmic and deterministic methods, not based in any statistical models. READ MORE

  5. 3. Topics in life and disability insurance

    Author : Björn Löfdahl Grelsson; Boualem Djehiche; Jostein Paulsen; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis consists of five papers, presented in Chapters A-E, on topics in life and disability insurance. It is naturally divided into two parts, where papers A and B discuss disability rates estimation based on historical claims data, and papers C-E discuss claims reserving, risk management and insurer solvency. READ MORE

  6. 4. Stochastic modelling in disability insurance

    Author : Björn Löfdahl; Boualem Djehiche; Mogens Steffensen; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of two papers related to the stochastic modellingof disability insurance. In the first paper, we propose a stochastic semi-Markovian framework for disability modelling in a multi-period discrete-time setting. READ MORE

  7. 5. Tree-based machine learning methods with non-life insurance applications

    Author : Henning Zakrisson; Mathias Lindholm; Filip Lindskog; Julien Trufin; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; matematisk statistik; Mathematical Statistics;

    Abstract : Non-life insurance is a field which has been data-driven for a long time, with the statistical framework behind modern-day actuarial sciences laid out at the beginning of the 20th century. Problems regarding the estimation and prediction of risk are relevant to the insurance industry specifically, but also for society as a whole. READ MORE