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Dependence modeling in non-life insurance using the Bernstein copula

Diers, Dorothea; Eling, Martin; Marek, Sebastian D. - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 430-436

Persistent link: https://www.econbiz.de/10009542255

Market-consistent embedded value in non-life insurance: how to measure it and why

Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of Risk Finance 13 (2012), pp. 320-346

Purpose – The purpose of this paper is to transfer the concept of market-consistent embedded value (MCEV) from life to non-life insurance. This is an important undertaking since differences in management techniques between life and non-life insurance make management at the group level very...

Persistent link: https://www.econbiz.de/10010815116

Analysen...Berichte...Aufsätze - Der Weg von der Erstellung und Implementierung bis zum regelmässigen Einsatz (Teil II) - Interne Risikomodelle in der Praxis

Diers, Dorothea; Niessen, Gero - In: Versicherungswirtschaft : insurance, business, report 60 (2005) 22, pp. 1748-1751

Persistent link: https://www.econbiz.de/10006810941

Analysen...Berichte...Aufsätze - Interne Risikomodelle in der Praxis

Diers, Dorothea; Niessen, Gero - In: Versicherungswirtschaft : insurance, business, report 60 (2005) 21, pp. 1657-1660

Persistent link: https://www.econbiz.de/10006811045

Der Einsatz mehrjähriger interner Modelle zur Unterstützung von Managemententscheidungen

Diers, Dorothea - In: Zeitschrift für die gesamte Versicherungswissenschaft … (2009) 1, pp. 91-112

Persistent link: https://www.econbiz.de/10008164226

Management Strategies in Multi-year Enterprise Risk Management

Diers, Dorothea - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 1, pp. 107-125

Persistent link: https://www.econbiz.de/10008816210

Analysen...Berichte...Aufsätze - Interne Unternehmensmodelle (I)

Diers, Dorothea - In: Versicherungswirtschaft : insurance, business, report 62 (2007) 9, pp. 675-681

Persistent link: https://www.econbiz.de/10007734764

Analysen...Berichte...Aufsätze - Interne Unternehmensmodelle (II)

Diers, Dorothea - In: Versicherungswirtschaft : insurance, business, report 62 (2007) 10, pp. 784-788

Persistent link: https://www.econbiz.de/10007737189

Market-consistent embedded value in non-life insurance: how to measure it and why

Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of risk finance : the convergence of financial … 13 (2012) 4, pp. 320-347

Persistent link: https://www.econbiz.de/10010010797

The multi-year non-life insurance risk in the additive loss reserving model

Diers, Dorothea; Linde, Marc - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 590-598

Persistent link: https://www.econbiz.de/10010119406