Loss reserves in the light of stochastic processes

DOI10.1007/s11857-007-0028-9zbMath1130.91359OpenAlexW2050564931MaRDI QIDQ2465908

Dominik Völker

Publication date: 11 January 2008

Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11857-007-0028-9

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic processes (60G99)

Cites Work

• Risk-neutral valuation: Pricing and hedging of financial derivatives
• Introduction to stochastic integration.
• The Cox Regression Model for Claims Data m Non-Life Insurance
• Claims Reserving Using Tweedie's Compound Poisson Model
• Statistical models based on counting processes
• Credit risk: Modelling, valuation and hedging
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