The one-year non-life insurance risk

DOI10.1016/J.INSMATHECO.2009.06.001zbMath1231.91222OpenAlexW1965493046MaRDI QIDQ659122

Esbjörn Ohlsson, Jan Lauzeningks

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.06.001

Mathematics Subject Classification ID

Related Items (14)

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 ⋮ A simulation model for calculating solvency capital requirements for non-life insurance risk ⋮ Robust bootstrap procedures for the chain-ladder method ⋮ The multi-year non-life insurance risk in the additive loss reserving model ⋮ Claims development result in the paid-incurred chain reserving method ⋮ Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework ⋮ On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins ⋮ A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES ⋮ Explicit moments for a class of micro-models in non-life insurance ⋮ Solvency need resulting from reserving risk in a ORSA context ⋮ FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II ⋮ The 1-year premium risk ⋮ Undertaking specific parameters under Solvency II: reduction of capital requirement or not?

Cites Work

• Unnamed Item
• Analytic and bootstrap estimates of prediction errors in claims reserving
• Uncertainty of the claims development result in the chain ladder method
• Partitioning methods for multifactorial risk attribution

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