Hayat Dışı Sigorta Riskinin Çok Yıllık Dönem Için Toplamsal Hasar Rezervi Yöntemi Ile Analizi

Abstract

Claims development results are the changes in claims reserves and one of the major risk drivers in the profit and loss statement of a general insurance company. These results are of central interest in every Solvency consideration because it corresponds to a balance sheet position directly influences the financial strength of an insurance company.In this study, claims development triangle and volume measures used to calculate claims development results with additive loss reserving model. In the exercise part of this study, the claims development triangle data and premiums of an insurance company serving in the mandatory traffic insurance for the 2007 – 2013 quarter periods are used. Firstly, estimators of additive loss reserving model for each development year and estimators of premiums for 12 quarter periods (3 years) were calculated. The estimators of premiums were calculated by using linear and non-linear regression methods. Then, future one year and multi year reserve and prem