Assessing inflation risk in non-life insurance
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Publication:903336
DOI10.1016/J.INSMATHECO.2015.11.003zbMATH Open1348.62231OpenAlexW3125159439MaRDI QIDQ903336FDOQ903336
Authors: Alexander Bohnert, Nadine Gatzert, Andreas Kolb 
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
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Cites Work
- An equilibrium characterization of the term structure
- Interest rate models: an introduction
- Title not available (Why is that?)
- Regression modeling with actuarial and financial applications.
- A Bayesian log-normal model for multivariate loss reserving
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Accounting year effects modeling in the stochastic chain ladder reserving method
- Forecasting runoff triangles
- Modeling accounting year dependence in runoff triangles
- Diagonal effects in claims reserving
- Bootstrapping the separation method in claims reserving
- 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
Cited In (5)
- 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
- Calendar year effect modeling for claims reserving in HGLM
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