Narrow search
Showing 1 - 5 of 5
Cover Image
Multi-year non-life insurance risk
Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of Risk Finance 14 (2013) July, pp. 353-377
-life insurance risk in internal risk models. Strategic management in an insurance company requires a multi-year time horizon for …-based algorithm (“re-reserving”) for quantifying one-year non-life insurance risk, presented in Ohlsson and Lauzeningks, to a multi …. Originality/value – To the best of the authors' knowledge, there are no model approaches or studies on insurance risk for …
Persistent link: https://www.econbiz.de/10010691548
Cover Image
Modeling parameter risk in premium risk in multi-year internal models
Diers, Dorothea; Eling, Martin; Linde, Marc - In: Journal of Risk Finance 14 (2013) May, pp. 234-250
Purpose – The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a multi-year projection horizon is considered. Internal risk models often integrate both process and parameter risks in modeling reserve risk,...
Persistent link: https://www.econbiz.de/10010691552
Cover Image
Modeling parameter risk in premium risk in multi-year internal models
Diers, Dorothea; Eling, Martin; Linde, Marc - In: Journal of Risk Finance 14 (2013) May, pp. 234-250
Purpose – The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a multi-year projection horizon is considered. Internal risk models often integrate both process and parameter risks in modeling reserve risk,...
Persistent link: https://www.econbiz.de/10010709780
Cover Image
Multi-year non-life insurance risk
Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of Risk Finance 14 (2013) July, pp. 353-377
-life insurance risk in internal risk models. Strategic management in an insurance company requires a multi-year time horizon for …-based algorithm (“re-reserving”) for quantifying one-year non-life insurance risk, presented in Ohlsson and Lauzeningks, to a multi …. Originality/value – To the best of the authors' knowledge, there are no model approaches or studies on insurance risk for …
Persistent link: https://www.econbiz.de/10010709784
Cover Image
Multi-year non-life insurance risk
Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 353-377
Persistent link: https://www.econbiz.de/10009788831