Lindholm, Mathias; Lindskog, Filip; Wahl, Felix - In: Risks : open access journal 5 (2017) 3, pp. 1-28
This paper provides a complete program for the valuation of aggregate non-life insurance liability cash flows based on claims triangle data. The valuation is fully consistent with the principle of valuation by considering the costs associated with a transfer of the liability to a so-called...
