Evaluating reserve risk in a regulatory perspective
Emmanuel Koenig, Pierre Le Moine, Alain Monfort, and Eric Ratiarison
| Year of publication: |
2015
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|---|---|
| Authors: | Koenig, Emmanuel ; Le Moine, Pierre ; Monfort, Alain ; Ratiarison, Eric |
| Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 38.2015, 2, p. 157-183
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| Subject: | reserve risk | claims development results | updating | non-normality | value at risk | semi-parametric modeling | Risikomaß | Risk measure | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Bankrisiko | Bank risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011380777