Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: The Journal of Risk Finance 14 (2013) 4, pp. 353-377
‐based algorithm (“re‐reserving”) for quantifying one‐year non‐life insurance risk, presented in Ohlsson and Lauzeningks, to a multi …Purpose – The purpose of this paper is to present a simulation‐based approach for modeling multi‐year non‐life … insurance risk in internal risk models. Strategic management in an insurance company requires a multi‐year time horizon for …