Showing 391 - 397 of 397
Persistent link: https://www.econbiz.de/10014336322
We consider the problem of determining appropriate solvency capital requirements for an insurance company or a financial institution. We demonstrate that the subadditivity condition that is often imposed on solvency capital principles can lead to the undesirable situation where the shortfall...
Persistent link: https://www.econbiz.de/10005284913
Toespraak van Prof. J. Dhaene op de Academische Zitting op 1 febniari 2001 te Leuven naar aanleiding van de viering van 60 jaar actuariële opleiding en ter gelegenheid van het toekennen van een eredoctoraat aan Prof. Dr. H. Gerber.
Persistent link: https://www.econbiz.de/10008646267
In this short paper we discuss a new methodology for estimating reserves for IBNR (incurred but not reported) claims.
Persistent link: https://www.econbiz.de/10008646268
In an actuarial or financial context one often encounters the calculation of risk measures of random variables of the type S r:1 Xi' In many applications, the individual risks Xi are not mutually independent, for example because their outcomes are all influenced by the same economic or physical...
Persistent link: https://www.econbiz.de/10008684269
Persistent link: https://www.econbiz.de/10008684316
In this paper we give the outline of a research project developed in a cooperation between the actuarial, financial and statistical research groups of the Faculty of Economics and Applied Economics and the research group on statistics in the Mathematical Department. The main purpose consists...
Persistent link: https://www.econbiz.de/10008684427