The multi-year non-life insurance risk in the additive loss reserving model

DOI10.1016/J.INSMATHECO.2013.03.004zbMath1284.91228OpenAlexW2053686639MaRDI QIDQ2443238

Dorothea Diers, Marc Linde

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

zbMATH Keywords

non-life insurance riskstochastic claims reservingcost-of-capital marginadditive loss reserving model

Mathematics Subject Classification ID

Related Items (4)

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

Cites Work

• The one-year non-life insurance risk
• Full and 1‐year runoff risk in the credibility‐based additive loss reserving method

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