Measuring and Modelling Technical Risks in Non-Life Insurance

DOI10.1080/034612300750066746zbMath0958.91028OpenAlexW2126182255MaRDI QIDQ2703239

Fredrik Johansson, Torbjörn Andréason, Björn Palmgren

Publication date: 1 March 2001

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

Full work available at URL: https://doi.org/10.1080/034612300750066746

zbMATH Keywords

capital allocationsolvency controlintra-class correlationportfolio modelsclaims ratio distributionintra-year correlation

Mathematics Subject Classification ID

Related Items (1)

Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach

Cites Work

• Applying Generalized Linear Models

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