Valuation portfolio in non-life insurance

DOI10.1080/03461230701251455MaRDI QIDQ3608219zbMATH OpenOpenAlexFDO

Authors Markus Buchwalder, Hans Bühlmann, Michael Merz, Mario V. Wüthrich

Publication date 28 February 2009

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461230701251455

zbMATH Keywords

balance sheetchain-ladder methodfinancial instrumentstechnical reserves

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• The valuation portfolio
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Cites work

• Solvency
• The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)

Cited in

(3)

• The valuation portfolio
• A Hybrid Model for Pricing and Hedging of Long-dated Bonds
• Un metodo di valutazione di un portafoglio assicurativo vita

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