Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors

Laura Spierdijk; Ruud H. Koning

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Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors

机译：估算未决索赔责任：未观察到的风险因素的作用

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This article proposes a new method for estimating claim liabilities. Our approach is based on the observation from contract theory that there is information asymmetry between the insurer and the policyholder about the risks incurred by the latter. We show that unobserved heterogeneity allows for a form of experience learning that can reduce this asymmetry, which makes it easier for the insurer to distinguish between high-risk and low-risk claimants. We evaluate our approach in the context of disability insurance for self-employed and show that it results in more accurate best estimates of outstanding claim liabilities.

机译：本文提出了一种估计索赔责任的新方法。我们的方法基于合同理论的观察结果，即保险人与保单持有人之间关于保险人所承担的风险存在信息不对称性。我们表明，未观察到的异质性允许一种形式的经验学习，可以减少这种不对称性，这使保险公司更容易区分高风险索赔人和低风险索赔人。我们在自营职业者残疾保险的背景下评估了我们的方法，并表明该方法可以得出更准确的未偿索赔负债最佳估计。

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《The journal of risk and insurance》 |2014年第4期|803-830|共28页
作者
Laura Spierdijk; Ruud H. Koning;
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Department of Economics, University of Groningen;

Department of Economics, University of Groningen;

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机译：风险管理对责任索赔经验的影响。摘要，执行摘要，最终报告和附录B，G和H.1，H.2

Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors

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