Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model (Q5003358)

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scientific article; zbMATH DE number 7373540
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Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
scientific article; zbMATH DE number 7373540

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    Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model (English)
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    21 July 2021
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    IBNR
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    RBNP
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    RBNS
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    loss development
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    technical provisions
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    solvency calculation
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    financial reporting
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