Seção: ArtigosTítulo: The Multi-year non-life insurance risk in the additive loss reserving model / Dorothea Diers, Marc LindeAutor: Diers, DorotheaNotas: Sumario: 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 paper.Registros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 06/05/2013 Volumen 52 Número 3 - mayo 2013 Outras classificações: 6Direitos: In Copyright (InC)Referencias externas:
