Results 261 to 270 of about 1,235,012 (303)

Extremes in Non-Life Insurance

1994
We survey the impact of extreme value theory within the framework of non-life insurance. Actuaries normally have an adequate training in standard statistical techniques related to the average behaviour within a portfolio. However a rather substantial part of these portfolio’s is contaminated by claims that should be considered extreme rather than ...
Jan Beirlant, Jozef L. Teugels, Petra Vynckier   +2 more
openaire   +1 more source

On heterogeneity in non-life insurance. Part II

Scandinavian Actuarial Journal, 1957
This paper deals with some problems arising in non-life insurance, when one knows or suspects that the risk structure of the insured collective is heterogeneous.
openaire   +1 more source

Classical Non-Life Insurance

2010
Chapter 21 contains formulas of classical non-Life insurance: 21.1. Basic Concepts of Non-Life Insurance, 21.2. Premium Calculations in Non-Life Insurance, 21.3. Forms of Non-Life Insurance and Deductibles, 21.4. Technical Provisions in Non-Life Insurance, 21.5. Bonus-Malus Systems.
openaire   +1 more source

Valuation portfolio in non-life insurance

2010
In this chapter we construct the valuation portfolio for a non-life insurance runoff. That is, we study triangular non-life insurance data and based on these data we construct a replicating portfolio in terms of financial instruments. This replicating portfolio (called valuation portfolio) models the outstanding non-life insurance liabilities.
Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer   +2 more
openaire   +1 more source

Non-Life Insurance Mathematics.

2010
22
openaire   +1 more source

Non-life insurance risk

2008
Solvency II è un complesso progetto di riforma dell’attuale sistema di vigilanza sulla solvibilità delle compagnie di assicurazione europee. Nell’ambito di tale processo emergono diversi elementi innovativi, tra cui l’introduzione formale nel settore assicurativo di tecniche di risk management ai fini di una corretta misurazione dei rischi e delle ...
openaire   +1 more source

Statistics in Non-Life Insurance

Journal of the Royal Statistical Society. Series A (General), 1970
openaire   +1 more source

Macroeconomic and firm-specific determinants of financial performance: Evidence from non-life insurance companies in Africa

Cogent Business and Management, 2023
Thabiso Sthembiso Msomi
exaly  

The Valuation Portfolio in Non-life Insurance

2016
In this chapter we consider the VaPo construction for a non-life insurance run-off portfolio. In essence, the VaPo construction in non-life insurance is similar to the one in life insurance, but we would like to highlight a few difficulties that may occur in a non-life insurance modelling context.
openaire   +1 more source

Culture and the demand for non‐life insurance: Empirical evidences from middle‐income and high‐income economies*

Economics of Transition and Institutional Change, 2021
Xuan Nguyen, Pasquale M Sgrò
exaly