Bibliographic citations
Alarcón, S., (2021). Estimación del monto de siniestros ocurridos y no reportados para el SOAT con el método Double Cchain Ladder [Universidad Nacional Agraria La Molina]. https://hdl.handle.net/20.500.12996/5218
Alarcón, S., Estimación del monto de siniestros ocurridos y no reportados para el SOAT con el método Double Cchain Ladder []. PE: Universidad Nacional Agraria La Molina; 2021. https://hdl.handle.net/20.500.12996/5218
@misc{renati/247024,
title = "Estimación del monto de siniestros ocurridos y no reportados para el SOAT con el método Double Cchain Ladder",
author = "Alarcón Pimentel, Sandra Elena",
publisher = "Universidad Nacional Agraria La Molina",
year = "2021"
}
The Peruvian insurance sector is supervised at all times by the Superintendency of Banking and Insurance - SBS. This entity monitors and evaluates the behavior, practices and information related to insurers in order to promote profitability, transparency and greater protection of policyholders and beneficiaries. To achieve this, insurers must use methods for estimating technical provisions (reserves) that contain statistical foundations and that the results obtained are as accurate as possible. In this monograph, the methodology and application of the Stochastic Double Chain Ladder - DCL method for Compulsory Traffic Accident Insurance - SOAT is presented, this type of method being the most advantageous for estimating future claims payments. The results with the DCL methodology for estimating the provision of future payments of accidents in the SOAT for the insurance company, were obtained estimated values for the reserves of incurred claims (RBNS) of S /. 293,206 and for reserves of incurred and unreported claims (IBNYR) of S /. 48,826 and for the total of IBNR reserves in S /. 342.033. In comparison, with the Double Chain Ladder method, a reserve of S /. 342,033 less than with the Chain Ladder method S / 349,117. In the distribution of claims, 90% of the reserves are RBNS and 10% of the IBNYR, which implies that the vast majority of claims have already been notified to the company, but there is a delay in settl
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