Risk margin for a non-life insurance run-off
Year of publication: |
2011
|
---|---|
Authors: | Wüthrich, Mario V. ; Embrechts, Paul ; Tsanakas, Andreas |
Published in: |
Statistics & Risk Modeling. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2193-1402, ZDB-ID 2630803-4. - Vol. 28.2011, 4, p. 299-317
|
Publisher: |
Oldenbourg Wissenschaftsverlag GmbH |
Subject: | claims reserving | best-estimate reserves | run-off risks | risk margin | market value margin |
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