Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of Risk Finance 14 (2013) July, 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 …