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)
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scientific article; zbMATH DE number 6633914
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| 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; zbMATH DE number 6633914 |
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)
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6 October 2016
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chain ladder
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claims reserve
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best estimate
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direct compensation
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multistate model
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copula
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dependence
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0.7761381268501282
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0.7756943106651306
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0.7616416811943054
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0.7563260197639465
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