| Svetlana Dudkina curriculum | ||||||||||||
| Estonia | ||||||||||||
|
||||||||||||
| Date: Tuesday, March 19 |
Session: 23 |
|||||||||||
 |
||||||||||||
|
General Insurance |
||||||||||||
|
|
||||||||||||
|
|
||||||||||||
|
||||||||||||
|
|
||||||||||||
|
* * * |
||||||||||||
|
Summary The problem of reserving incurred but not reported claims is of great importance in non-life insurance. Several of well-known methods are based on the run-off triangles [1]. The drawbacks of those methods are: not working when starting the business; slow reaction on changes in the insurance conditions; slow reaction on changes of the size of portfolio; not possible to calculate the reserve for a single policy and segment of the portfolio. The idea of this paper is to show the significance of rating risk premiums (according to limits and deductibles of the policy) and describe a premium-based IBNR calculation method. The main random variable of this method is the reporting period, which should be estimated separately for every line of business. |
||||||||||||
|
* * * |
||||||||||||
 |
||||||||||||
| Svetlana Dudkina | ||||||||||||
|
|
||||||||||||
| Curriculum | ||||||||||||
| Earned her MSc degree in Mathematical Statistics from University of Tartu, Estonia in 1997. The title of the thesis was "Effects of Different Types of Reinsurance on Cramèr's Ruin Probability". Since 1998 continuing studying as a PhD student at the Faculty of Mathematics, University of Tartu. Founder and Associated Member of the Estonian Association of Actuaries. From the year 1996 holding position of an actuary in a non-life insurance company, responsible for premiums rating, reserves. |
||||||||||||
|
||||||||||||
|
* * * |
||||||||||||
| |
||||||||||||
|
||||||||||||
