Valuation of non-life liabilities from claims triangles
Year of publication: |
2017
|
---|---|
Authors: | Lindholm, Mathias ; Lindskog, Filip ; Wahl, Felix |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 5.2017, 3, p. 1-28
|
Publisher: |
Basel : MDPI |
Subject: | liability valuation | claims triangles | cost of capital | parameter estimation | parameter uncertainty |
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