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Claims reserve calculation for data separating true IBNR and IBNER
Šťástka, Petr ; Mazurová, Lucie (advisor) ; Justová, Iva (referee)
The thesis deals with calculating technical reserves of non-life insurance undertakings, especially calculating the claims reserve, which is the most important non-life insurance reserve. It describes the reserve for claims in detail focusing consequently on the different calculation methods. The thesis focuses particularly on the description of the model proposed by the Swiss mathematician René Schnieper. This is a special model aimed at estimating the ultimate claims based on the decomposition of the incurred data into new claims amounts and changes in incurred amounts for the existing claims reported in the earlier years of the development. The final chapter numerically illustrates and compares the methods mentioned in this thesis.
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Claims reserve calculation for data separating true IBNR and IBNER
Šťástka, Petr ; Mazurová, Lucie (advisor) ; Justová, Iva (referee)
The thesis deals with calculating technical reserves of non-life insurance undertakings, especially calculating the claims reserve, which is the most important non-life insurance reserve. It describes the reserve for claims in detail focusing consequently on the different calculation methods. The thesis focuses particularly on the description of the model proposed by the Swiss mathematician René Schnieper. This is a special model aimed at estimating the ultimate claims based on the decomposition of the incurred data into new claims amounts and changes in incurred amounts for the existing claims reported in the earlier years of the development. The final chapter numerically illustrates and compares the methods mentioned in this thesis.
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