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Insurance companies have to estimate reserves and provisions to cover the payment of either unreported claims or … unsettled claims. In this paper, we apply the Chain-Ladder method to obtain a point estimate of reserves, and then we use the … bootstrap technique to estimate the margin of error and the confidence interval of the reserves. Since estimating reserves is a …
Persistent link: https://www.econbiz.de/10011307180
The object of study of this paper is the analysis of the level of reserves in a non-life insurance portfolio. The … reserves. We face therefore the disjunctive security-profitability. As a balancing element, the portfolio manager may consider … the use of dividend distribution policies or reinsurance policies that are applied or modified at the time the reserves …
Persistent link: https://www.econbiz.de/10014494550
The object of study of this paper is the analysis of the level of reserves in a non-life insurance portfolio. The … reserves. We face therefore the disjunctive security-profitability. As a balancing element, the portfolio manager may consider … the use of dividend distribution policies or reinsurance policies that are applied or modified at the time the reserves …
Persistent link: https://www.econbiz.de/10012063289
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