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Dr. Mohammed Gouda Khalil Hindawy :: Publications: |
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| Title: | Short-Term Insurance Claims Payments Forecasting with Holt-Winter Filtering and Residual Analysis |
| Authors: | Not Available |
| Year: | 2024 |
| Keywords: | Exponential smoothing; Claims data; Cullen-Frey; Holt-Winters’ additive algorithm; Insurance data; Residuals analysis; Forecasting. |
| Journal: | Pakistan Journal of Statistics and Operation Research (PJSOR) |
| Volume: | 19 |
| Issue: | 1 |
| Pages: | 167-186 |
| Publisher: | Not Available |
| Local/International: | International |
| Paper Link: | Not Available |
| Full paper | Mohammed Gouda Khalil Hindawy_paper 6.pdf |
| Supplementary materials | Not Available |
| Abstract: |
Time series are essential for anticipating various claims payment applications. For insurance firms to prevent significant losses brought on by potential future claims, the future values of predicted claims are crucial. Additionally, the ideal parameter is chosen artificially. By using a genuine application, the proposed model’s utility is demonstrated. Additionally, the ideal parameter is chosen artificially. By using a genuine application, the proposed model utility is demonstrated. Also, the single exponential smoothing model is used for prediction under the Holt-Winters’ additive algorithm. |
