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Mittlerer quadratischer Prognosefehler bei der Prognose des Abwicklungsergebnisses mittels der Chain-Ladder-Methode

Merz, Michael; Wüthrich, Mario V. - In: Zeitschrift für die gesamte Versicherungswissenschaft … 96 (2007), pp. 207-238

Persistent link: https://www.econbiz.de/10003600746

Demand of insurance under the cost-of-capital premium calculation principle

Merz, Michael; Wüthrich, Mario V. - In: Risks : open access journal 2 (2014) 2, pp. 226-248

We study the optimal insurance design problem. This is a risk sharing problem between an insured and an insurer. The main novelty in this paper is that we study this optimization problem under a risk-adjusted premium calculation principle for the insurance cover. This risk-adjusted premium...

Persistent link: https://www.econbiz.de/10010399730

Financial modeling, actuarial valuation and solvency in insurance

Wüthrich, Mario V.; Merz, Michael - 2013

Persistent link: https://www.econbiz.de/10009735167

Market-consistent actuarial valuation

Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg - 2008

Persistent link: https://www.econbiz.de/10003489598

Market-consistent actuarial valuation

Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg - 2010 - 2., revised and enlarged ed.

Persistent link: https://www.econbiz.de/10008658986