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Title: Forecasting Fire Insurance Loss Ratio in Misr Insurance Company
Authors: Tarek TAHA
Keywords: Loss Ratio
Fire Insurance
Misr Insurance Company
Issue Date: 2017
Series/Report no.: Number 17 2017 Foreign Sec;
Abstract: Loss ratio is one of the most important indicator that has many strategic decisions applications, such as pricing, underwriting, investment, reinsurance and reserving decisions. It serves as an early warning of financial solvency of insurance companies and it can be judged on the strength of the financial position of these companies. The aim of this study is to identify the reliable time series-forecasting model to forecast loss ratio estimates of fire segment in Misr insurance company. Box-Jenkins Analysis is applied on actual reported loss ratios data for Misr insurance company for the period 1980/1981– 2013/2014. The study concludes that the best forecasting model is ARMA(1,1).
Description: Revue El Bahith
ISSN: 1112-3613
Appears in Collections:numéro 17 2017 foreign sec

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