Oszacowanie rezerwy IBNR bayesowskim modelem chain ladder w ubezpieczeniach majątkowych
Bayesian methods for calculation the best estimate of IBNR technical provision in non-life insurance

Summary/Abstract: Incurred but not reported reserves (in short IBNR) are very important reserves in non-life insurance. Bayesian methods belong to the non-classical methods of statistical inference, in which the probability is a measure of “degree of belief”. Solvency II project requires technical provisions to be calculated according to the principle of “best estimate” and to be increased by the risk margin. Unclassic Bayesian methods of estimate of IBNR technical provisions, which are an alternative for classic methods, will be presented in this article.

• Details
• Contents