未决赔款准备金

未按照规定提取或者结转各项责任准备金或者未按照规定提取未决赔款准备金的；

To fail to draw or carry down various kinds of liability reserves or fail to draw reserve for outstanding losses according to the provisions of this law .

用双广义线性模型预测非寿险未决赔款准备金

To Predict Reserve for Outstanding Losses of Non-Life Insurance by Using Dual Generalized Liner Models

在DFA中运用动态线性模型评估未决赔款准备金

Dynamical Linear Model for Estimating Outstanding Loss Reserve under DFA Framework

同时还给出了通过三参数对数正态分布模型的MCMC模拟获得未决赔款准备金的后验分布图，更加直观的表现其数据特征。

Also presented by the three-parameter lognormal distribution model MCMC simulation was outstanding claims reserve posterior distribution map , the performance of its more intuitive data features .

传统的未决赔款准备金评估方法一般只关注准备金的估计值，无法得到准备金评估的精度。所以，在DFA负债模块中需要引入随机准备金评估方法。

Because traditional reserving methods can not provide the precise of reserving , stochastic reserving methods are used in DFA to provide the estimate of reserve variability , not only in the reserve estimates themselves .

第二章，现行未决赔款准备金估算方法。首先，分别介绍了链梯法、准备金进展法、平均赔付额方法以及B-F方法的计算原理。

First of all , it introduces the methods and principles of the chain ladder method , the reserve development method , the payments per claim incurred method , and B-F method .

根据费用发生的时间与准备金评估时点的关系，未决赔款准备金分为已发生未报案未决赔款（IBNR）准备金、已发生已报案未决赔款准备金和理赔费用准备金。

According to the delays and reserve evaluation time , the loss reserve can be divided into three parts : incurred but not reported ( IBNR ) reserve , case reserve and claim adjustment expenses reserve .

随机模拟在未决赔款准备金中的应用研究

The Research on the Application of Stochastic Simulation in Outstanding Claims Reserve

基于第二章的分析，本章引入广义线性模型对未决赔款准备金进行估算。广义线性模型作为对普通线性回归的扩展，已引入到非寿险精算中。

This chapter introduces generalized linear model to estimate the loss reserving .

卡尔曼滤波在非寿险未决赔款准备金估算中的应用

Application of Kalman Filter in Estimating No-life Outstanding Claims Reserving

保险公司未决赔款准备金评估模型探析

Assess the Models of Outstanding Claims Reserve for Insurance Companies

而这些因素对未决赔款准备金的影响往往很难定量描述。

It is often difficult to describe these factors quantitatively .

非寿险业未决赔款准备金调整行为的实证研究

An Empirical Analysis about Discretion of Loss Reserve in Non-life Insurance Industry in China

基于随机序未决赔款准备金分布函数的界值

Study on Bounds of Distribution of Outstanding Claims Reserve Based on Some Stochastic Orders

而未决赔款准备金其实就是未决赔款的积累现值。

In fact , outstanding loss reserve is the present value of accumulated compensation .

其中评估数据的流量三角形分析成为现代精算技术评估未决赔款准备金的基础。

The run-off triangle technique is the basement of modern actuarial loss reserve evaluation technique .

未决赔款准备金的估计对于保险公司而言非常重要。

It is very important for the general insurers to estimate the outstanding loss reserve .

给出了计算实例，并与以往使用的未决赔款准备金的计提方法进行了比较。

Furthermore , some analysis and comparison of the technique in reserving OCR are finally given .

财险公司未决赔款准备金波动风险及其防范对策法定存款准备金标准

The risk of claim reserve volatility for property insurance companies and counter measures legal requirement on deposit

传统的评估未决赔款准备金的方法大都是基于聚合数据流量三角形的方法。

The traditional assessment of outstanding claims reserves mostly based on aggregate data traffic from the triangle .

所以，在一定程度上，采用随机方法对未决赔款准备金进行估计较确定性方法是一个进步。

So it is a progress to use a stochastic method for reserve instead of the deterministic method .

计算结果显示，广义线性模型能够很好地拟合估算未决赔款准备金。

The results show that the generalized linear model can be a good method of the loss reserving estimation .

因此，为了评估的利润，我们必须考虑到未决赔款准备金的储量。

Therefore , in order to evaluate the profits , we must take care of such reserves for outstanding losses .

这些方法都是以流量三角形作为数据基础，利用确定的公式计算未决赔款准备金。

These methods are based on the Run-off triangle . Then use formulas to determine the number of the loss reserving .

笔者将利用广义线性模型的虚变量这一特性，以公司理赔政策这一变量为例对广义线性模型进行扩展，构建新模型对未决赔款准备金进行估算。

Therefore , the author uses the generalized linear model dummy variable to build a new model to estimate the loss reserving .

链梯法是广泛应用于提取未决赔款准备金的一种方法，这种方法由于原理简单、操作简便而受到了保险公司的青睐。

Chain ladder method has been widely used in loss reserving , it is very simple , and many insurers prefer the method .

链梯法由于其简易性和几乎不需任何假设的特点，成为了基于流量三角形对未决赔款准备金进行预测的最常用方法。

Because of the property of simplicity and distribution-free , the chain ladder method has become the most popular method of claims reserving .

因而，如何利用个体数据建立未决赔款准备金的评估模型成为研究的热点。

Thus , how to use individual data to establish the assessment of outstanding claims reserve model become a hot spot of research .

本文首先介绍了广义线性模型，简述了现代贝叶斯统计推断的理论和方法，其次介绍了未决赔款准备金估计的随机模型。

Next , some theories and methods about Bayesian statistical inference are illustrated , and then stochastic models for estimating outstanding claims reserving are introduced .

在此基础上，讨论了如何建立包含有先验信息的未决赔款准备金预测的贝叶斯广义线性模型。

On the basis of these theories , writer explains how to establish a Bayesian General Linear model which incorporates some prior information to estimate outstanding Claim Reserve .