Tid: 30 november 2009 kl 15.15-16.00
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Daniel Alai, ETH
Titel: Prediction Uncertainty in Stochastic Claims Reserving Methods
Often in non-life insurance, claims reserves are the largest item on the liability side of the balance sheet. Therefore, given the available information about the past, the prediction of an adequate amount to face the responsibilities assumed by the non-life insurance company as well as the quantification of the uncertainties in these reserves are major issues in actuarial practice and science. We build on the capabilities of classical claims reserving methods and provide underlying stochastic model assumptions in order to ascertain the level of uncertainty.
|Sidansvarig: Filip Lindskog