Assessing inflation risk in non-life insurance
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- scientific article; zbMATH DE number 3936330
- Statistical modelling and forecasting of outstanding liabilities in non-life insurance
Cites work
- scientific article; zbMATH DE number 1862807 (Why is no real title available?)
- A Bayesian log-normal model for multivariate loss reserving
- Accounting year effects modeling in the stochastic chain ladder reserving method
- An equilibrium characterization of the term structure
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Bootstrapping the separation method in claims reserving
- Diagonal effects in claims reserving
- Efficient Algorithms for Stochastic Dominance Tests Based on Financial Market Data
- Forecasting runoff triangles
- Interest rate models: an introduction
- Modeling accounting year dependence in runoff triangles
- Pricing inflation-linked bonds
- Regression modeling with actuarial and financial applications.
- Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use
Cited in
(5)- Calendar year effect modeling for claims reserving in HGLM
- Measuring medical inflation for health insurance portfolios in Belgium
- When inflation causes no increase in claim amounts
- Estimation of outstanding claims reserving based on inflation risk on car insurance companies by using the bootstrap method
- Index clause: analytical properties and the capitalization strategy
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