Valuation of non-life liabilities from claims triangles
Year of publication: |
September 2017
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Authors: | Lindholm, Mathias ; Lindskog, Filip ; Wahl, Felix |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 3, p. 1-28
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Subject: | liability valuation | claims triangles | cost of capital | parameter estimation | parameter uncertainty | Kapitalkosten | Cost of capital | Haftung | Liability | Optionspreistheorie | Option pricing theory | Risiko | Risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5030039 [DOI] hdl:10419/195896 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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