Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17 : a new paid-incurred chain approach to risk adjustments
Year of publication: |
2021
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Authors: | Zhao, Yixing ; Mamon, Rogemar ; Xiong, Heng |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 7.2021, Art.-No. 71, p. 1-26
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Subject: | Incurred claims | International Financial Reporting Standards 17 | Moment-based density approximation | Paid losses | Paid-incurred chain model | Risk measures | IFRS | Risikomodell | Risk model | Risikomaß | Risk measure |
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