𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Risk aggregation and stochastic claims reserving in disability insurance

✍ Scribed by Djehiche, Boualem; Löfdahl, Björn


Book ID
127116094
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
550 KB
Volume
59
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


On life insurance reserves in a stochast
✍ Etienne Marceau; Patrice Gaillardetz 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 240 KB

The calculation of the reserves in a stochastic mortality and interest rates environment for a general portfolio of life insurance policies is examined. The first two moments of the prospective loss random variable for the general portfolio are derived. A Monte Carlo simulation method is used to est

Clustering technique for risk classifica
✍ Ai Cheo Yeo; Kate A. Smith; Robert J. Willis; Malcolm Brooks 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB

## Abstract This paper considers the problem of predicting claim costs in the automobile insurance industry. The first stage involves classifying policy holders according to their perceived risk, followed by modelling the claim costs within each risk group. Two methods are compared for the risk cla