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Solvency-Simulation in Non-life Insurance
1994This paper describes the development of a cash flow model that can be used to analyze the solvency-position of a non-life insurance company. The model can be used by the management of a company to analyze the consequences of different policies on the solvency-position in the coming years. The model is build up of 3 modules: a financial module where the
Kramer, Bert, Hobma, Sytze
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Non-life insurance: pricing and reserving
2010The purpose of this Chapter is to introduce the fundamentals of the actuarial valuation of non-life insurance covers. First we give an overview of the contents of non-life insurance products, then we focus on premium calculation and reserving issues. While numerical examples are provided, specific covers are not dealt with in detail.
Annamaria Olivieri, Ermanno Pitacco
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Non-Life Insurance Mathematics.
Journal of the Royal Statistical Society. Series A (Statistics in Society), 19901. Problems.- 2. Tools.- 3. Premiums.- 4. Reinsurance.- 5. Retentions.- 6. Statistics.- 7. Reserves.- 8. Solutions.- References.
Patrick Carroll, E. Straub
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