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National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Loss reserving for individual claim-by-claim data
 Bednárik, Vojtěch ; Pešta, Michal (advisor)
This thesis covers stochastic claims reserving in non-life insurance based on individual claims developments. Summarized theoretical methods are applied on data from Czech Insurers' Bureau created for educational purposes. The problem of estimation is divided into four parts: occurence process generating claims, delay of notification, times between events and payments. Each part is estimated separately based on maximum likelihood theory and final estimates allow us to obtain an estimate of future liabilities distribution. The results are very promising and we believe this method is worth of a further research. Contribution of this work is more rigorous theoretical part and application on data from the Czech market with some new ideas in practical part and simulation. 1
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