Veranstaltungen

04. Juli 2011 bis 08. Juli 2011 ganztags

VISS 2011 - Stochastic claims reserving methods in insurance

Andere

Course Contents

  • Introduction to claims reserving
  • Chain ladder method (classical and Bayesian model)
  • Bornhuetter-Ferguson, Cape-Cod and loss-ratio methods
  • Over-dispersed Poisson and generalized linear model methods
  • Paid-incurred chain method
  • Simulation techniques such as bootstrap and Markov chain Monte Carlo method
  • One-year view, claims development result and cost-of-capital loading for the
Kalendereintrag

Öffentlich

Nein

 

Kostenpflichtig

Ja

 

Anmeldung erforderlich

Ja