The 1-year premium risk

DOI10.1007/s13385-021-00262-5zbMath1480.91201OpenAlexW3136797052MaRDI QIDQ2066789

David Fischinger, Florian Gach

Publication date: 14 January 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00262-5

zbMATH Keywords

premium riskSolvency IIchain ladderSCRsolvency capital requirementclaims development resultpremium provision

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Addendum to: ``The multi-year non-life insurance risk in the additive reserving model: Quantification of multi-year non-life insurance risk in chain ladder reserving models
• The one-year non-life insurance risk
• The multi-year non-life insurance risk in the additive loss reserving model
• THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED

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