Centro de Documentacion de Fundación MAPFRE - Risk-based capital requirements for property-liability loss reserves : an empirical investigation

MAP20070022834

Risk-based capital requirements for property-liability loss reserves : an empirical investigation / Michael Martin Barth. — Ann Arbor, Michigan : UMI, [1995]

169 p. ; 21 cm

Tesis Georgia State Univ., 1993

Sumario: This research applies options pricing theory to determine the required surplus to support loss reserve estimation errors. Those errors generally follow a loglaplace distribution, but with non-constant variance

1. Empresas de seguros . 2. Property . 3. Liability . 4. Reservas técnicas . 5. Reservas técnicas para siniestros . 6. Capitalización . 7. Solvencia . I. UMI . II. Título.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: 212-BAR-RIS — Nº de registro: 017044

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