Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil con daños corporales pendientes de liquidación en el contexto de Solvencia II

Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil con daños corporales pendientes de liquidación en el contexto de Solvencia II

Automobile bodily injury (BI) claims remain unsettled for a long time after the accident. The estimation of an accurate reserve for Reported but not Settled claims is therefore vital for insurers. In accordance with the recommendation included in the Solvency II project, a statistical model is imple...

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Bibliographic Details
Main Authors: Ayuso Gutierrez, M. Mercedes, Santolino Prieto, Miguel Á.
Format: Article
Language:English
Published: Universidad Pablo de Olavide 2008-01-01
Series:Revista de Métodos Cuantitativos para la Economía y la Empresa
Subjects:
automobile accident
Solvency II
bodily injury claims
individual reported but not settled reserve (RBNS)
accidente de automóvil
Solvencia II
siniestros con daños corporales
reserva individual para siniestros pendientes de liquidación
Online Access:http://www.upo.es/RevMetCuant/art22.pdf

Internet

http://www.upo.es/RevMetCuant/art22.pdf

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