Stochastic Claims Reserving Methods with State Space Representations: A Review
Often, the claims reserves exceed the available equity of non-life insurance companies and a change in the claims reserves by a small percentage has a large impact on the annual accounts. Therefore, it is of vital importance for any non-life insurer to handle claims reserving appropriately. Although...
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Main Authors: | , |
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Format: | article |
Language: | EN |
Published: |
MDPI AG
2021
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Online Access: | https://doaj.org/article/3fa5277fc74a4edf966911cef0de49a5 |
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