UNCERTAINTY OF THE ULTIMATE CLAIMS PREDICTION USING COMPLEMENTARY LOSS RATIO METHOD
A general insurance company needs to set up a reserve for the outstanding claims liability of a long tail business. An actuary of the company may determine the estimate of the outstanding claims liability using a runoff triangle of paid claims and/or incurred claims. Many methods can be used to pred...
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Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/22767 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
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