Solvency margins and equalization reserves

DOI10.1016/S0167-6687(98)00042-0MaRDI QIDQ1293816zbMATH OpenOpenAlexWikidataFDO

Authors Floriaen E. C. De Vylder, Marc J. Goovaerts

Publication date 20 February 2000

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6687(98)00042-0

zbMATH Keywords

equalization reservesnon-life insurance portfoliosolvency margins

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(3)

• Risk analysis under progressive type II censoring with binomial claim numbers
• Mean-Variance Optimal Reinsurance Arrangements
• Valuation portfolio in non-life insurance

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