The Clark LDF method: study and comparison with other claims reserving methods

Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2022-2023, Tutores: Teresa Costa and Eva Boj

Detalles Bibliográficos
Autor: Rivera Rubio, Raí Daniel
Tipo de recurso: tesis de maestría
Fecha de publicación:2023
País:España
Institución:Universidad de Barcelona
Repositorio:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu:2445/199820
Acceso en línea:https://hdl.handle.net/2445/199820
Access Level:acceso abierto
Palabra clave:Companyies d'assegurances
Estats financers
Reclamacions
Treballs de fi de màster
Insurance companyies
Financial statements
Claims
Master's theses
id ES_77cc4771033a44d6fd3f0eacef4edfc3
oai_identifier_str oai:diposit.ub.edu:2445/199820
network_acronym_str ES
network_name_str España
repository_id_str
spelling The Clark LDF method: study and comparison with other claims reserving methodsRivera Rubio, Raí DanielCompanyies d'assegurancesEstats financersReclamacionsTreballs de fi de màsterInsurance companyiesFinancial statementsClaimsMaster's thesesTreballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2022-2023, Tutores: Teresa Costa and Eva BojClaims reserving are of utmost importance for an insurance company because they are the ones that will allow the company to face the liabilities acquired in the following periods. For this reason, implementing an accurate calculation of reserves is very important, since this amount will have an impact on the financial statements, besides being one of the important points to measure the solvency of such entity. For this purpose, a widely used model has been the deterministic Chain Ladder model, however, in the last decades, more sophisticated models including stochastic processes have been developed, thus, the calculation can be more accurate. The objective of this work is to use different models for the calculation of reserves, such as Clark LDF and Clark Cape Cod, in order to evaluate them and choose a reserve model that is accurate. Among the results found in this analysis, the Clark LDF model has shown less variability in the reserve projections, as opposed to the Chain Ladder model.Costa Cor, TeresaBoj del Val, Eva2023info:eu-repo/semantics/masterThesisapplication/pdfhttps://hdl.handle.net/2445/199820Màster Oficial - Ciències Actuarials i Financeres (CAF)reponame:Dipòsit Digital de la UBinstname:Universidad de BarcelonaIngléscc-by-nc-nd (c) Rivera Rubio, 2023http://creativecommons.org/licenses/by-nc-nd/3.0/es/info:eu-repo/semantics/openAccessoai:diposit.ub.edu:2445/1998202026-05-27T06:46:51Z
dc.title.none.fl_str_mv The Clark LDF method: study and comparison with other claims reserving methods
title The Clark LDF method: study and comparison with other claims reserving methods
spellingShingle The Clark LDF method: study and comparison with other claims reserving methods
Rivera Rubio, Raí Daniel
Companyies d'assegurances
Estats financers
Reclamacions
Treballs de fi de màster
Insurance companyies
Financial statements
Claims
Master's theses
title_short The Clark LDF method: study and comparison with other claims reserving methods
title_full The Clark LDF method: study and comparison with other claims reserving methods
title_fullStr The Clark LDF method: study and comparison with other claims reserving methods
title_full_unstemmed The Clark LDF method: study and comparison with other claims reserving methods
title_sort The Clark LDF method: study and comparison with other claims reserving methods
dc.creator.none.fl_str_mv Rivera Rubio, Raí Daniel
author Rivera Rubio, Raí Daniel
author_facet Rivera Rubio, Raí Daniel
author_role author
dc.contributor.none.fl_str_mv Costa Cor, Teresa
Boj del Val, Eva
dc.subject.none.fl_str_mv Companyies d'assegurances
Estats financers
Reclamacions
Treballs de fi de màster
Insurance companyies
Financial statements
Claims
Master's theses
topic Companyies d'assegurances
Estats financers
Reclamacions
Treballs de fi de màster
Insurance companyies
Financial statements
Claims
Master's theses
description Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2022-2023, Tutores: Teresa Costa and Eva Boj
publishDate 2023
dc.date.none.fl_str_mv 2023
dc.type.none.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/199820
url https://hdl.handle.net/2445/199820
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.rights.none.fl_str_mv cc-by-nc-nd (c) Rivera Rubio, 2023
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
info:eu-repo/semantics/openAccess
rights_invalid_str_mv cc-by-nc-nd (c) Rivera Rubio, 2023
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv Màster Oficial - Ciències Actuarials i Financeres (CAF)
reponame:Dipòsit Digital de la UB
instname:Universidad de Barcelona
instname_str Universidad de Barcelona
reponame_str Dipòsit Digital de la UB
collection Dipòsit Digital de la UB
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1869411148322832384
score 15,301603

Similares en LA Referencia