Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (Q320254): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6633914 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
chain ladder | |||
| Property / zbMATH Keywords: chain ladder / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
claims reserve | |||
| Property / zbMATH Keywords: claims reserve / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
best estimate | |||
| Property / zbMATH Keywords: best estimate / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
direct compensation | |||
| Property / zbMATH Keywords: direct compensation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
multistate model | |||
| Property / zbMATH Keywords: multistate model / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
copula | |||
| Property / zbMATH Keywords: copula / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
dependence | |||
| Property / zbMATH Keywords: dependence / rank | |||
Normal rank | |||
Revision as of 02:48, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective |
scientific article |
Statements
Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (English)
0 references
6 October 2016
0 references
chain ladder
0 references
claims reserve
0 references
best estimate
0 references
direct compensation
0 references
multistate model
0 references
copula
0 references
dependence
0 references
