Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data
Year of publication: |
May 2018
|
---|---|
Authors: | Margraf, Carolin ; Elpidorou, Valandis ; Verrall, Richard |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 80.2018, p. 54-65
|
Subject: | General insurance | Claims reserving | Risk | Chain Ladder | Reinsurance | Micro models | Risikomodell | Risk model | Rückversicherung | Theorie | Theory |
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