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)

Recommendations

• scientific article; zbMATH DE number 599630
• Risk margin for a non-life insurance run-off
• Solvency capital estimation, reserving cycle and ultimate risk
• scientific article; zbMATH DE number 42097

Cited in

(3)

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

This page was built for publication: Solvency margins and equalization reserves

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1293816)