MÉTODOS ESTATÍSTICOS PARA CÁLCULO DE RESERVAS / ESTATISTICAL METHODS FOR RESERVE ESTIMATION

AUTOR(ES)
DATA DE PUBLICAÇÃO

2005

RESUMO

The CNSP number 18 bylaw promulgated on August 25, 1998 obliging payment has become mandatory when even not communicated, IBNR. Hence, estimates from IBNR have become routine in all brazilian insurance companies. Some ways to determine these compensations shall be clarified in this report. In addition, I shall try to outline a new formula to estimate the IBNR The different paths to reach the very same estimate can be compared with the purpose of underlying the pro s and the con s of each estimate.

ASSUNTO(S)

reserves probabilidade estatistica probability statistics provisao de reservas

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