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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Credibility approach to claims reserves calculation
 Dzugas, Erik ; Mazurová, Lucie (advisor) ; Pešta, Michal (referee)
In this work we summarize the various techniques of claims reserves evaluating which consist in estimate of the future uncertain and hardly antici- pated loss development. It appears that the methods which are based on some credibility formula bring in the mean squared error sense the most accurate results. We consider this in the text derived conclusion very relevant and con- tributing, therefore we illustrate and present it on the numerical example. The calculations are introduced in the attached charts that build the important sup- plement of the text. The topic of this work follows up the content of Nonlife Insurance and Risk Theory lectures, therefore this text can be useful also for the students of the Faculty of Mathematics and Physics to extend their knowledge. 1
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