Breuer, Anja; Staudt, Yves - In: Risks : open access journal 10 (2022) 3, pp. 1-41
(GLM). The study is based on published data from 1997 to 2018, whereby we restate the implicitly published equalization … reserves. For reinsurance undertakings, the GAM model captures the relationship better than the GLM one; for non …-life undertakings, the GLM model performs better. For reinsurance undertakings, the equalization reserves depend on the equalization …