%0 Journal Article
%T Analysis of non-life insurance risk in the additive loss reserving model : An application to Turkey
%A Murat B¨¹y¨¹kyaz£¿c£¿
%A R¨¹meysa Karata£¿
%J -
%D 2019
%X Claims development results are the changes in claims reserves and one of the major risk drivers in the profit and loss statement of a general insurance company, In this study, claims development result, future one year and multi-year reserve and premium risk computed with additive loss reserving model using data of an insurance company serving in the mandatory traffic insurance for the 2007-2013 periods. The estimators of premiums were calculated by using linear and non-linear regression methods. In conclusion, the reserve risk is same for two methods, but premium risk is increased for the non-linear regression method
%K Hasar geli£¿im sonucu
%K hayat d£¿£¿£¿ sigorta riski
%K solvency
%K toplamsal hasar rezerv y£¿ntemi
%U http://dergipark.org.tr/jssa/issue/46287/558049