A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance

DOI10.1007/s10203-019-00240-3zbMath1426.91217OpenAlexW2924948661MaRDI QIDQ2331006

Gennaro Olivieri, Paola Fersini, Giuseppe Melisi, Salvatore Forte

Publication date: 23 October 2019

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-019-00240-3

zbMATH Keywords

simulationdirect compensationpure premiummotor third party liabilitypricing distortions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites Work

• 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

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