The multi-year non-life insurance risk in the additive loss reserving model
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Publication:2443238
DOI10.1016/J.INSMATHECO.2013.03.004zbMath1284.91228OpenAlexW2053686639MaRDI QIDQ2443238
Publication date: 4 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.03.004
non-life insurance riskstochastic claims reservingcost-of-capital marginadditive loss reserving model
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Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model ⋮ 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 ⋮ On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins ⋮ The 1-year premium risk
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