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    • 8. 发明申请
    • Method for calculating IBNP health reserves with low variance
    • 计算低差异IBNP健康储备的方法
    • US20050222922A1
    • 2005-10-06
    • US10803651
    • 2004-03-18
    • Robert Lynch
    • Robert Lynch
    • G06Q40/00G06F17/60
    • G06Q40/08G06Q40/12
    • The present invention is a method and system for estimating liability reserve amounts for incurred but not yet paid (EBNP) insurance claims by means of projecting paid claims (either gross or per exposure) by lag time based on adjusted average monthly paid amounts in historical data. Two versions of this method are disclosed, one which assumes that future paid claim amounts are independent of claims incurred and already paid, and the other which assumes that future paid claims are correlated with cumulative incurred and paid claims through the valuation date. Both versions have been shown to give significantly more accurate results than the traditional Completion Factor and Incurred claims Methods when applied to sets of real data.
    • 本发明是通过基于历史数据中调整后的平均每月支付金额的延迟时间预测付款索赔(总计或每次风险敞口)来估计已发生但尚未支付(EBNP)保险索赔的负债准备金额的方法和系统 。 披露了这种方法的两个版本,其中假设未来支付的索赔金额与发生和已经支付的索赔无关,另一个假定未来付款索赔与估值日期的累计发生和付款索赔相关。 当应用于实际数据集时,这两个版本都显示出比传统的完成因子和已发现的索赔方法显着更准确的结果。