MAP20130024561Diers, DorotheaThe Multi-year non-life insurance risk in the additive loss reserving model / Dorothea Diers, Marc LindeSumario: The 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 paperEn: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 06/05/2013 Volumen 52 Número 3 - mayo 2013 I. Title.
