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Demand of insurance under the cost-of-capital premium calculation principle
Merz, Michael; Wüthrich, Mario V. - In: Risks 2 (2014) 2, pp. 226-248
We study the optimal insurance design problem. This is a risk sharing problem between an insured and an insurer. The main novelty in this paper is that we study this optimization problem under a risk-adjusted premium calculation principle for the insurance cover. This risk-adjusted premium...
Persistent link: https://www.econbiz.de/10010421260
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Financial modeling, actuarial valuation and solvency in insurance
Wüthrich, Mario V. - 2012
Persistent link: https://www.econbiz.de/10009677715
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Stochastic claims reserving methods in insurance
Wüthrich, Mario V.; Merz, Michael - 2008
Persistent link: https://www.econbiz.de/10004908407
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Dependence modelling in multivariate claims run-off triangles
Merz, Michael; Wüthrich, Mario V.; Hashorva, Enkelejd - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10010117333
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Paid-incurred chain claims reserving method
Merz, Michael; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 568-579
Persistent link: https://www.econbiz.de/10003981153
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Dependence modelling in multivariate claims run-off triangles
Merz, Michael; Wüthrich, Mario V.; Hashorva, Enkelejd - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10009723475
Cover Image
Demand of insurance under the cost-of-capital premium calculation principle
Merz, Michael; Wüthrich, Mario V. - In: Risks : open access journal 2 (2014) 2, pp. 226-248
We study the optimal insurance design problem. This is a risk sharing problem between an insured and an insurer. The main novelty in this paper is that we study this optimization problem under a risk-adjusted premium calculation principle for the insurance cover. This risk-adjusted premium...
Persistent link: https://www.econbiz.de/10010399730
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Claims development result in the paid-incurred chain reserving method
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 66-72
Persistent link: https://www.econbiz.de/10009558296
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Financial modeling, actuarial valuation and solvency in insurance
Wüthrich, Mario V.; Merz, Michael - 2013
Persistent link: https://www.econbiz.de/10009735167
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Stochastic claims reserving methods in insurance
Wüthrich, Mario V.; Merz, Michael - 2008
Persistent link: https://www.econbiz.de/10003681775