UID:
almafu_9959328768302883
Format:
1 online resource (xii, 424 pages) :
,
illustrations
Edition:
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
ISBN:
9781119206262
,
111920626X
,
9780470772720
,
0470772727
,
9786612350122
,
6612350121
,
1282350129
,
9781282350120
Series Statement:
Wiley finance series
Content:
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that.
Note:
Stochastic Claims Reserving Methods in Insurance; Contents; Preface; Acknowledgement; 1 Introduction and Notation; 2 Basic Methods; 3 Chain-Ladder Models; 4 Bayesian Models; 5 Distributional Models; 6 Generalized Linear Models; 7 Bootstrap Methods; 8 Multivariate Reserving Methods; 9 Selected Topics I: Chain-Ladder Methods; 10 Selected Topics II: Individual Claims Development Processes; 11 Statistical Diagnostics; Appendix A: Distributions; Bibliography; Index.
,
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
,
English.
Additional Edition:
Print version: Wüthrich, Mario V. Stochastic claims reserving methods in insurance. Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2008
Language:
English
Keywords:
Electronic books.
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Electronic books.
;
Electronic books.
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Electronic books.
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Electronic books.
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Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119206262
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119206262
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119206262
