Stochastic modelling of insurance liabilities
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Publication:3574512
Recommendations
- A contribution to modelling of IBNR claims
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- Simulation based comparison of stochastic claims reserving models in general insurance
- scientific article; zbMATH DE number 1996545
- Analysis of IBNR liabilities with interevent times depending on claim counts
Cited in
(17)- scientific article; zbMATH DE number 1067030 (Why is no real title available?)
- Insurance Considering a New Stochastic Model for the Discount Factor
- Modeling of an insurance system and its large deviations analysis
- The difference between LSMC and replicating portfolio in insurance liability modeling
- Modelling of technical reserves of an insurance company
- 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
- Stable-\(1/2\) bridges and insurance
- Simulation based comparison of stochastic claims reserving models in general insurance
- Analysis of IBNR liabilities with interevent times depending on claim counts
- Applying copula models to individual claim loss reserving methods
- On the distribution of IBNR reserves
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company
- The reserving for outstanding losses based on multivariate \(t\)-copula model
- scientific article; zbMATH DE number 5990506 (Why is no real title available?)
- Sensitivity Analysis of Insurance Risk Models via Simulation
- Unallocated loss adjustment expense reserving
- Copula models for estimating outstanding claim provisions
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