شماره ركورد كنفرانس :
5508
عنوان مقاله :
Prediction IBNR and RBNS loss reserve net of reinsurance treaties
پديدآورندگان :
Atatalab Fatemeh f_atatalab@sbu.ac.ir Shahid Beheshti University, Tehran, Iran , Payandeh Najafabadi Amir Teimour amirtpayandeh@sbu.ac.ir Shahid Beheshti University, Tehran, Iran
كليدواژه :
Loss reserve , Insurance , Reinsurance treaty , Mean square error of prediction.
عنوان كنفرانس :
كنفرانس ملي مهندسي مالي و بيمسنجي ايران
چكيده فارسي :
This article considers the problem of predicting claims’ amounts that have been incurred but not re_x0002_ported (IBNR) and reported but not settled (RBNS) whenever a reinsurance contract exists. We examine the impact of several reinsurance treaties on loss reserve from the cedent company’s viewpoint. Moreover, under each reinsurance treaty, the cedent’s loss reserve has been predicted and their corresponding pre_x0002_diction errors will be estimated. The application of our findings has been given for a car collision insurance loss portfolio.
