Stochastic claims reserving methods in insurance:
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Bibliographic Details
Main Author: Wüthrich, Mario V. 1969- (Author)
Format: Electronic eBook
Language:English
Published: Chichester, England John Wiley & Sons ©2008
Series:Wiley finance series
Subjects:
Online Access:FRO01
UBG01
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Item Description:Includes bibliographical references (pages 409-415) and index
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that
Physical Description:1 Online-Ressource (xii, 424 pages)
ISBN:9781119206262
111920626X
9780470772720
0470772727

There is no print copy available.

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