Solvency capital estimation, reserving cycle and ultimate risk

DOI10.1016/J.INSMATHECO.2016.03.004zbMath1369.91083OpenAlexW2310750266MaRDI QIDQ320289

Alessandro Ferriero

Publication date: 6 October 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.03.004

zbMATH Keywords

non-life insurance riskSolvency IIone-year riskreserving cyclerisk marginSCR

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Market-Consistent Valuation of Insurance Liabilities by Cost of Capital

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