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METHOD AND SYSTEM FOR ESTIMATING INSURANCE LOSS RESERVES AND CONFIDENCE INTERVALS USING INSURANCE POLICY AND CLAIM LEVEL DETAIL PREDICTIVE MODELING
METHOD AND SYSTEM FOR ESTIMATING INSURANCE LOSS RESERVES AND CONFIDENCE INTERVALS USING INSURANCE POLICY AND CLAIM LEVEL DETAIL PREDICTIVE MODELING
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机译:使用保险政策和索赔水平详细预测模型估算保险损失准备金和置信区间的方法和系统
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摘要
A computerized system and method for estimating insurance loss reserves and confidence intervals using insurance policy and claim level detail predictive modeling. Predictive models are applied to historical loss, premium and other insurer data, as well as external data, at the level of policy detail to predict ultimate losses and allocated loss adjustment expenses for a group of policies. From the aggregate of such ultimate losses, paid losses to date are subtracted to derive an estimate of loss reserves. Dynamic changes in a group of policies can be detected enabling evaluation of their impact on loss reserves. In addition, confidence intervals around the estimates can be estimated by sampling the policy-by-policy estimates of ultimate losses.
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