Forecasting fire insurance loss ratio in misr insurance company
Other Title(s)
التنبؤ بمعدل التأمين الحريق في شركة مصر للتأمين
Author
Source
Issue
Vol. 2017, Issue 17 (31 Dec. 2017), pp.31-39, 9 p.
Publisher
Kasdi Merbah University Faculty of Economics Commercial Sciences and Management Sciences
Publication Date
2017-12-31
Country of Publication
Algeria
No. of Pages
9
Main Subjects
Financial and Accounting Sciences
Topics
Abstract EN
Loss ratio is one of the most important indicator that has many strategic decisions applications, such as pricing, underwriting, investment, reinsurance and reserving decisions.
It serves as an early warning of financial solvency of insurance companies and it can be judged on the strength of the financial position of these companies.
The aim of this study is to identify the reliable time series-forecasting model to forecast loss ratio estimates of fire segment in Misr insurance company.
Box-Jenkins Analysis is applied on actual reported loss ratios data for Misr insurance company for the period 1980/1981– 2013/2014.
The study concludes that the best forecasting model is ARMA(1,1).
American Psychological Association (APA)
Taha, Tariq. 2017. Forecasting fire insurance loss ratio in misr insurance company. Revue du Chercheur،Vol. 2017, no. 17, pp.31-39.
https://search.emarefa.net/detail/BIM-808372
Modern Language Association (MLA)
Taha, Tariq. Forecasting fire insurance loss ratio in misr insurance company. Revue du Chercheur No. 17 (2017), pp.31-39.
https://search.emarefa.net/detail/BIM-808372
American Medical Association (AMA)
Taha, Tariq. Forecasting fire insurance loss ratio in misr insurance company. Revue du Chercheur. 2017. Vol. 2017, no. 17, pp.31-39.
https://search.emarefa.net/detail/BIM-808372
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 38-39
Record ID
BIM-808372
