Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models
Jiří Valecký
| Year of publication: |
August 2017
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| Authors: | Valecký, Jiří |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 26.2017, 4, p. 450-466
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| Subject: | claim frequency | claim severity | generalized linear models | motor insurance | non-life insurance | solvency capital requirements | Solvency II | underwriting risk | Risikomodell | Risk model | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Versicherung | Insurance | Betriebliche Liquidität | Corporate liquidity | Basler Akkord | Basel Accord | Versicherungsmathematik | Actuarial mathematics | Lebensversicherung | Life insurance | Kapitalbedarf | Capital requirements |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.pep.621 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011723946