Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Carole Bettonville, Louise d'Oultremont, Michel Denuit, Julien Trufin and Robin Van Oirbeek
| Year of publication: |
2021
|
|---|---|
| Authors: | Bettonville, Carole ; D' Oultremont, Louise ; Denuit, Michel ; Trufin, Julien ; Van Oirbeek, Robin |
| Subject: | financial reporting | IBNR | loss development | RBNP | RBNS | solvency calculation | technical provisions | Theorie | Theory | Risikomodell | Risk model | Verlust | Loss | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1848912 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012588339