Stochastic claims reserving methods in insurance /
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Chichester, England ; Hoboken, NJ :
John Wiley & Sons,
©2008.
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Colección: | Wiley finance series.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that. |
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Descripción Física: | 1 online resource (xii, 424 pages) : illustrations |
Bibliografía: | Includes bibliographical references (pages 409-415) and index. |
ISBN: | 9781119206262 111920626X 9780470772720 0470772727 9786612350122 6612350121 1282350129 9781282350120 |