MULTI-YEAR RESERVE AND PREMIUM RISK

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Authors

  • Rümeysa KARATAŞ

Keywords:

Claims development result, non-life insurance risk, regression, additive loss reserving model, premium estimation

Abstract

Claims development results are the changes in claims reserves and one of the major risk drivers in the profit and loss statement of a general insurance company. In this study, claims development result, future one year and multi-year reserve and premium risk computed with additive loss reserving model using data of an insurance company serving in the mandatory traffic insurance. The estimators of premiums were calculated by using linear, non-linear regression methods and Hachemeiter regression model. In conclusion, the reserve risk and premium risk are increased.

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Published

2020-05-06

How to Cite

KARATAŞ, R. (2020). MULTI-YEAR RESERVE AND PREMIUM RISK. International Journal of Natural and Engineering Sciences, 14(1), 16–33. Retrieved from https://ijnes.org/index.php/ijnes/article/view/672

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Articles