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The Multi-year non-life insurance risk in the additive loss reserving model

MARC record
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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100  ‎$0‎MAPA20100046739‎$a‎Diers, Dorothea
24514‎$a‎The Multi-year non-life insurance risk in the additive loss reserving model‎$c‎Dorothea Diers, Marc Linde
520  ‎$a‎The aim of this paper is to expand on recent contributions in the field of risk modelling for non-life insurance companies by modelling insurance risk in a multi-year context. Academic literature on non-life insurance risk to date has only considered an ultimo perspective (using traditional methods) and, more recently, a one-year perspective (for solvency purposes). However, strategic management in an insurance company requires a multi-year time horizon for economic decision making, providing the motivation for this paper.
7730 ‎$w‎MAP20077100574‎$t‎Insurance : mathematics and economics‎$d‎Oxford : Elsevier, 1990-‎$x‎0167-6687‎$g‎06/05/2013 Volumen 52 Número 3 - mayo 2013
856  ‎$y‎MÁS INFORMACIÓN‎$u‎mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A