Stochastic Modeling of Reserve Uncertainty: Univariate and Bivariate Approaches in the Egyptian General Insurance Market

This study focuses on estimating and comparing reserve risk uncertainty using two actuarial approaches: the univariate stochastic Mack model and the bivariate stochastic chain ladder model. The analysis is applied to three major lines of business; motor, medical, and fire in an Egyptian general insu...

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Podrobná bibliografie

Hlavní autoři:	Shana Yousef, Mahmoud Elsayed, Dalia Khalil
Médium:	Artigo
Jazyk:	Árabe
Vydáno:	Damietta University, Faculty of Commerce 2025-07-01
Edice:	المجلة العلمية للدراسات والبحوث المالية والتجارية
Témata:	Reserve uncertainty diversification effect stochastic reserving bivariate chain ladder mean square error of prediction
On-line přístup:	https://cfdj.journals.ekb.eg/article_434212_60a261b013d311ad9068133ea6e5df21.pdf
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