Friday, September 14, 2007

Credibility models for RBNS

Walther Neuhaus
(Zabler - Neuhaus AS, Norway)

Abstract: The valuation of claims Reported but not Settled (RBNS) is a particular challenge to the actuary: what will be the ultimate cost of reported claim that have not been settled? Claim records normally carry a lot of information, some static and some dynamic. But there exist no generally accepted actuarial models for utilising that information. In this seminar, two credibility models will be proposed to predict ultimate cost.

Friday, September 14, 2007
Time: 11h30
Room: Sala Delta, Edificio Quelhas, ISEG