تسعير وثيقة تأمين آلات ومعدات المقاولين في سوق التأمين المصري باستخدام أسلوب التحليل البيزي

الملخص EN

The study aimed at pricing contractors Plant and Machinery Policy (CPM) in the Egyptian insurance market, using the Bayesian approach for data analysis, By estimating both the predictive probability distribution of the number of claims, and the predictive probability distribution of the claims size, then estimating the predictive aggregate distribution of the claims values.

The study relied on the use of Pearson distributions in estimating the function of the predictive aggregate distribution of the claims values through the central moments resulting from the combination of the moments of the predictive probability distribution of claim frequency, and the moments of the predictive probability distribution of the claim size, and it was concluded that the predictive aggregate distribution of the claims values for engineering risks of contractors Plant and Machinery policy follows gamma distribution.

The study recommended the need to use the Bayesian approach for data analysis and compound probability distributions in pricing contractors Plant and Machinery Policy, in addition to use Pearson distributions as a mean of determining the predictive aggregate distribution of the claims values for engineering risks of contractors Plant and Machinery policy.