A Study of Ranges of the Reasonable Loss Reserve Estimates in Property Casualty Insurance
碩士 === 逢甲大學 === 統計與精算所 === 99 === We use a variety approach of loss reserve estimation approaches, and test based on the premise of a real loss reserve, whether each of the methods contain the true value, then compare their widths and applicabilities in different situations. Empirical method, convol...
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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89473432645841270015 |
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ndltd-TW-099FCU053360022015-10-13T19:20:00Z http://ndltd.ncl.edu.tw/handle/89473432645841270015 A Study of Ranges of the Reasonable Loss Reserve Estimates in Property Casualty Insurance 產險合理賠款準備金範圍估計方法之探討 Yong-jhih Chen 陳勇志 碩士 逢甲大學 統計與精算所 99 We use a variety approach of loss reserve estimation approaches, and test based on the premise of a real loss reserve, whether each of the methods contain the true value, then compare their widths and applicabilities in different situations. Empirical method, convolution method, and lognormal method are used compare, through simulations, their performance. The results of the study can provide useful insight in estimating loss reserves for the property/casualty insurance companies. none 林進田 2010 學位論文 ; thesis 72 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
| description |
碩士 === 逢甲大學 === 統計與精算所 === 99 === We use a variety approach of loss reserve estimation approaches, and test based on the premise of a real loss reserve, whether each of the methods contain the true value, then compare their widths and applicabilities in different situations. Empirical method, convolution method, and lognormal method are used compare, through simulations, their performance. The results of the study can provide useful insight in estimating loss reserves for the property/casualty insurance companies.
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| author2 |
none |
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none Yong-jhih Chen 陳勇志 |
| author |
Yong-jhih Chen 陳勇志 |
| spellingShingle |
Yong-jhih Chen 陳勇志 A Study of Ranges of the Reasonable Loss Reserve Estimates in Property Casualty Insurance |
| author_sort |
Yong-jhih Chen |
| title |
A Study of Ranges of the Reasonable Loss Reserve Estimates in Property Casualty Insurance |
| title_short |
A Study of Ranges of the Reasonable Loss Reserve Estimates in Property Casualty Insurance |
| title_full |
A Study of Ranges of the Reasonable Loss Reserve Estimates in Property Casualty Insurance |
| title_fullStr |
A Study of Ranges of the Reasonable Loss Reserve Estimates in Property Casualty Insurance |
| title_full_unstemmed |
A Study of Ranges of the Reasonable Loss Reserve Estimates in Property Casualty Insurance |
| title_sort |
study of ranges of the reasonable loss reserve estimates in property casualty insurance |
| publishDate |
2010 |
| url |
http://ndltd.ncl.edu.tw/handle/89473432645841270015 |
| work_keys_str_mv |
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