Rezerwa IBNR w ubezpieczeniach majątkowych – praktyczne metody jej szacowania
IBNR reserve in non-life insurance. Practical methods of its estimation
Author(s): Agnieszka PobłockaSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: IBN reserve; run-off triangle; methods of estimation of IBNR reserve
Summary/Abstract: IBNR reserve is the most important reserve in non-life insurance. So far it has been estimated in Poland using mainly deterministic methods. However, it will change in near future, when Solvency II will become obligatory. This article presents characteristic IBNR reserve and some statistic (deterministic and stochastic) methods for its estimation. The author thinks which methods should be chosen in insurance practice.
Journal: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Issue Year: 2011
- Issue No: 207
- Page Range: 173-189
- Page Count: 17
- Language: Polish