The geometric chain-ladder

By Kuang D.   Nielsen B.   Nielsen J.P.  

Scandinavian Actuarial Journal, Vol. 2015, Iss. 3, 2015-04 ,pp. : 278-300

Taylor & Francis Ltd

Access to resources Recommend Favorite

Uncertainty of the claims development result in the chain ladder method

By Wuthrich Mario  

Scandinavian Actuarial Journal, Vol. 2009, Iss. 1, 2009-03 ,pp. : 63-84

Taylor & Francis Ltd

Access to resources Recommend Favorite

Double chain ladder, claims development inflation and zero-claims

By Martínez Miranda MaríA Dolores   Nielsen Jens Perch   Verrall Richard   Wüthrich Mario V.  

Scandinavian Actuarial Journal, Vol. 2015, Iss. 5, 2015-07 ,pp. : 383-405

Taylor & Francis Ltd

Access to resources Recommend Favorite

VaR stress tests for highly non-linear portfolios

By H.J. Einmahl John   N. Foppen Walter   W. Laseroms Olivier   G. de Vries Casper  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 6, Iss. 5, 2005-01 ,pp. : 382-387

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Zur Modellierung von Rückversicherungsverträgen in der dynamischen Finanzanalyse

By Eling Martin  

Zeitschrift f??r die gesamte Versicherungswissenschaft, Vol. 97, Iss. 4, 2008-12 ,pp. : 479-490

Springer Publishing Company

Access to resources Recommend Favorite