Problem doboru początkowego rozkładu prawdopodobieństwa przy szacowaniu rezerw na niewypłacone odszkodowania i świadczenia

Abstract

Technical-insurance reserves are essential elements of insurance companies' financial economy and their defining is one of basics insurer's tasks. Every insurance company at the end of a given term is obligated to determine and announce the amount of provisions for outstanding claims. The amount and what follows the correctness of determining the provisions influences substantially the presented financial result. The purpose of the paper is selection of the probability distributions in the multiplicative method the estimating provisions for outstanding claims. This selection should include the probability distribution possibly most fitting to the distribution defined by historical data.