تقييم مخصص الخسارة باستخدام الاختبار الخلفي Back Testing

نویسندگان

چکیده

يهدف هذا البحث إلى تقييم أفضل تقدير لمخصص الخسارة من خلال استخدام الاختبار الخلفي Back Testing (BT)، وتم الاعتماد على للتحقق صحة وموثوقية النماذج والأساليب المطبقة في شركات التأمين مقارنة بعض الطرق التقليدية والنماذج العشوائية مثل طريقة التسلسل السلمي Chain ladder (CL) وبورنهيترفيرغسون Bornhuetter - Ferguson (BF) وبوتستراب ماك Bootstrap Mack ونموذج بواسون ذي التشتت الزائد Over Dispersed Poisson (ODP) ومقارنة القيم الفعلية والمتوقعة للنماذج واختيار النموذج الذي يحقق وأقل خطأ بين والمتوقعة، وتوصلت النتائج أن نموذج هو بتحقيق فائض بمبلغ مليون جنيه.

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ژورنال

عنوان ژورنال: ???? ????? ????? ????????

سال: 2023

ISSN: ['2735-5543', '2735-5535']

DOI: https://doi.org/10.21608/sjyr.2023.289740