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
From MaRDI portal
(Redirected from Publication:320254)
Recommendations
- Collective loss reserving with two types of claims in motor third party liability insurance
- Stochastic modelling of insurance liabilities
- A model study about the applicability of the chain ladder method
- A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance
- scientific article; zbMATH DE number 7369132
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 3936330 (Why is no real title available?)
- A contribution to modelling of IBNR claims
- A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
- A stochastic simulation procedure for pension schemes
- Actuarial models for pricing disability benefits: Towards a unifying approach
- An Individual Claims Reserving Model
- An introduction to copulas. Properties and applications
- Applying copula models to individual claim loss reserving methods
- Individual loss reserving using paid-incurred data
- Individual loss reserving with the multivariate skew normal framework
- Loss Models
- Micro-level stochastic loss reserving for general insurance
- Multistate models for long-term care insurance and related indexing problems
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving
- Semiparametric model for prediction of individual claim loss reserving
- Su due metodi simulativi per la valutazione di grandezze interessanti assicurazioni sulla vita
Cited in
(4)- Efficient capital management using an internal model: a case of non-life insurance
- A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance
- scientific article; zbMATH DE number 2101190 (Why is no real title available?)
- Collective loss reserving with two types of claims in motor third party liability insurance
This page was built for publication: 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
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q320254)
