Data · dataset · 2021
Uncertainty of Claims Provisions from the Analysis of Financial Statements
Listed in Teesside University Research Data Repository
Data sheet used to develop the Article "Uncertainty of Claims Provisions from the Analysis of Financial Statements" to be published in a future edition of the RAC (Revista de Administração Contemporânea).
Description
The data used in the runoff triangles were obtained from Financial Statements of different insurance companies in Brazil. The calculus was based on a spreadsheet publicly available from CAS (Casualty Actuarial Society) to implement the bootstrap method described in England & Verrall paper, "Analytic and Bootstrap Estimates of Prediction Errors in Claims Reserving".
Since the model involves Bootstrap simulation, the spreadsheet is constantly updated in order to obtain new simulations. Thus, it is not possible to obtain the exact results of the 10,000 simulations carried out for the data of each insurer in the paper. For more details about the methodology used, please consult the paper.
Links
Where it is published
- DOI doi.org/10.17632/x38rgrxrv5.2 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science · Engineering · Humanities · Life Sciences · Social Science
- Inferred from text
- Simulation 75%
Provenance · 1 source records, 11 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/x38rgrxrv5.2 | 10 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:engineering | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:humanities | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:social-science | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[method].local:method:simulation | enrichment · researchdata tees ac uk | keyword-concept-rules@1.0.0 | title+description (75%) |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |