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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Auteurs principaux: Nataliya Chukhrova, Arne Johannssen
Format: article
Langue:EN
Publié: MDPI AG 2021
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Accès en ligne:https://doaj.org/article/3fa5277fc74a4edf966911cef0de49a5
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