الفهرس 
Estimating ultimate claims using predictive modeling methods
تقدير المطالبات النهائية بإستخدام نماذج التنبؤOnly 14 pages are availabe for public view
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Abstract
There is an increasing interest to estimate the error of the final ultimate claims, and to provide a clear picture of the deviation of the estimated future outflow of the insurance companies. Estimating prediction error is now a requirement in many jurisdiction, also it will be a reporting requirement according to the new IFRS standard number 17 which will be applied by 2021. The aim of this theses is to highlight the reserving underestimation in the Egyptian insurance market, and to analyze the common sources of the prediction error, also we reviewed the most popular deterministic and stochastic reserving methods that commonly used by the actuaries along with a fitting methodology to be applied over the results of any reserving method. To fulfill the thesis objective, the First chapter introduces the case reserve underestimation problem for comprehensive motor insurance and third party liability motor insurance in the Egyptian market. The Second chapter introduces the scope of insurance coverage of motor insurance in the Egyptian market compared to the best practices around the world, we also reviewed the standard claim reserving process, the categories of reserves and its importance in financial reporting and the main factors that causes inadequacy of claim reserves. The third chapter introduces the main deterministic reserving methods that applied by the actuaries in the Egyptian insurance market to estimate the ultimate claims, we also reviewed the main stochastic reserving methods that capture the reserving prediction error of the estimated reserves, we applied the basic development method, BF method, cape code method, Mack method, bootstrapping method and multiregressional method. The chapter also introduces a fitting methodology that can be applied to any reserving method