Pages that link to "Item:Q659122"
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The following pages link to The one-year non-life insurance risk (Q659122):
Displaying 14 items.
- Addendum to: ``The multi-year non-life insurance risk in the additive reserving model'': Quantification of multi-year non-life insurance risk in chain ladder reserving models (Q282298) (← links)
- On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035) (← links)
- Explicit moments for a class of micro-models in non-life insurance (Q2010902) (← links)
- The 1-year premium risk (Q2066789) (← links)
- Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
- Undertaking specific parameters under Solvency II: reduction of capital requirement or not? (Q2356635) (← links)
- Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model (Q2364008) (← links)
- The multi-year non-life insurance risk in the additive loss reserving model (Q2443238) (← links)
- Claims development result in the paid-incurred chain reserving method (Q2444707) (← links)
- Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
- A simulation model for calculating solvency capital requirements for non-life insurance risk (Q4576774) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES (Q5157771) (← links)
- FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (Q5214821) (← links)
