Valuation portfolio in non-life insurance

DOI10.1080/03461230701251455zbMath1164.62079OpenAlexW4230690170MaRDI QIDQ3608219

Michael Merz, Markus Buchwalder, Mario V. Wüthrich, Hans Bühlmann

Publication date: 28 February 2009

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

Full work available at URL: https://doi.org/10.1080/03461230701251455

zbMATH Keywords

balance sheetchain-ladder methodfinancial instrumentstechnical reserves

Mathematics Subject Classification ID

Related Items (1)

A Hybrid Model for Pricing and Hedging of Long-dated Bonds

Cites Work

• The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
• Solvency

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