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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Wüthrich, Mario V.
Otros Autores: Merz, Michael
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2008.
Colección:Wiley finance series.
Temas:
Acceso en línea:Texto completo
Descripción
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.
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