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Ghonji, Parissa, Mahdavi, Ghadir, Ghanbarzadeh, Mitra. (1402). Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran. سامانه مدیریت نشریات علمی, 3(2), 161-176. doi: 10.22054/jmmf.2024.76913.1110
Parissa Ghonji; Ghadir Mahdavi; Mitra Ghanbarzadeh. "Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran". سامانه مدیریت نشریات علمی, 3, 2, 1402, 161-176. doi: 10.22054/jmmf.2024.76913.1110
Ghonji, Parissa, Mahdavi, Ghadir, Ghanbarzadeh, Mitra. (1402). 'Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran', سامانه مدیریت نشریات علمی, 3(2), pp. 161-176. doi: 10.22054/jmmf.2024.76913.1110
Ghonji, Parissa, Mahdavi, Ghadir, Ghanbarzadeh, Mitra. Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran. سامانه مدیریت نشریات علمی, 1402; 3(2): 161-176. doi: 10.22054/jmmf.2024.76913.1110

Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran

Journal of Mathematics and Modeling in Finance
دوره 3، شماره 2، اسفند 2023، صفحه 161-176    اصل مقاله (300.15 K)
نوع مقاله: Research Article
شناسه دیجیتال (DOI): 10.22054/jmmf.2024.76913.1110
نویسندگان
Parissa Ghonji* 1؛ Ghadir Mahdavi2؛ Mitra Ghanbarzadeh3
1Department of Actuarial Science and Insurance Planning, ECO College of Insurance, Allameh Tabatabai University, Tehran, Iran
2Department of Actuarial Science and Insurance Planning, ECO college of Insurance, Tehran, Iran
3Insurance Research Center, Tehran, Iran
چکیده
Insurance companies routinely conduct assessments to estimate loss reserves, crucial for anticipating liabilities arising from claim settlements. These estimations are particularly sensitive to the temporal dynamics of claims processing, encompassing the duration from filing to resolution. In this study, advanced cross-sectional regression techniques are employed, leveraging cargo insurance market data to gauge reported loss reserves. The comprehensive model integrates various influencing factors such as written premiums, paid claims, reinsurance issued premiums, inflation rates, and return on investment. Notably, the analysis unveils a non-significant negative association between inflation rates and loss reserves. Additionally, a negative correlation is observed between paid claims and loss reserves, while a statistically significant positive relationship emerges between written premiums and loss reserves, shedding light on intricate patterns within the insurance market.
کلیدواژه‌ها
Loss Reserve؛ Cargo Insurance؛ General Insurance؛ Premium؛ Regression Analysis
مراجع
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آمار
تعداد مشاهده مقاله: 61
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