Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/113844 
Erscheinungsjahr: 
2012
Quellenangabe: 
[Journal:] Revista de Métodos Cuantitativos para la Economía y la Empresa [ISSN:] 1886-516X [Volume:] 14 [Publisher:] Universidad Pablo de Olavide [Place:] Sevilla [Year:] 2012 [Pages:] 124-136
Verlag: 
Universidad Pablo de Olavide, Sevilla
Zusammenfassung (übersetzt): 
Insurance companies have to estimate reserves and provisions to cover the payment of either unreported claims or unsettled claims. In this paper, we apply the Chain-Ladder method to obtain a point estimate of reserves, and then we use the bootstrap technique to estimate the margin of error and the confidence interval of the reserves. Since estimating reserves is a real problem which insurance companies have to face, its solving has a special interest for students of Actuarial Sciences. To ease the understanding and monitoring the process, the Chain-Ladder method and bootstrap is run step by step by using an Excel application designed for that purpose.
Schlagwörter: 
bootstrap
Chain-Ladder method
reserves
insurance company
Excel
JEL: 
G22
C12
C63
Creative-Commons-Lizenz: 
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Dokumentart: 
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