Assessing inflation risk in non-life insurance
From MaRDI portal
Publication:903336
DOI10.1016/j.insmatheco.2015.11.003zbMath1348.62231OpenAlexW3125159439MaRDI QIDQ903336
Nadine Gatzert, Andreas Kolb, Alexander Bohnert
Publication date: 5 January 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.11.003
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Modeling accounting year dependence in runoff triangles
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Diagonal effects in claims reserving
- Bootstrapping the separation method in claims reserving.
- Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method
- Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use
- Pricing inflation-linked bonds
- Efficient Algorithms for Stochastic Dominance Tests Based on Financial Market Data
- Forecasting Runoff Triangles
- A Bayesian Log-Normal Model for Multivariate Loss Reserving
- Regression Modeling with Actuarial and Financial Applications
- An equilibrium characterization of the term structure
- Unnamed Item
- Unnamed Item
This page was built for publication: Assessing inflation risk in non-life insurance