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Subject
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Direct compensation 2 Actuarial mathematics 1 Best estimate 1 Chain Ladder 1 Claims reserve 1 Copula 1 Dependence 1 Haftpflichtversicherung 1 Insurance 1 Insurance premium 1 Liability insurance 1 Motor third party liability 1 Multistate model 1 Pricing distortions 1 Pure premium 1 Simulation 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Versicherung 1 Versicherungsbeitrag 1 Versicherungsmathematik 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Melisi, Giuseppe 2 Bienek, Tobias 1 Fersini, Paola 1 Forte, Salvatore 1 Konstandatos, Otto 1 Olivieri, Gennaro 1
Published in...
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Decisions in economics and finance : DEF ; a journal of applied mathematics 1 Insurance / Mathematics & economics 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance
Fersini, Paola; Forte, Salvatore; Melisi, Giuseppe; … - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 103-133
Persistent link: https://www.econbiz.de/10012065179
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Cover Image
Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a solvency II perspective
Melisi, Giuseppe; Konstandatos, Otto; Bienek, Tobias - In: Insurance / Mathematics & economics 68 (2016), pp. 27-44
Persistent link: https://www.econbiz.de/10011492441
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