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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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Assessing Inflation Risk in Non-Life Insurance
SSRN Electronic Journal, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bohnert, Alexander +2 more
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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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2010
In this introductory chapter we describe the problem of pricing in non-life insurance, and define some basic concepts and assumptions. We introduce different key ratios, such as the claim frequency and the pure premium, and demonstrate how their dependence on a number of rating factors can be described by a multiplicative model.
Esbjörn Ohlsson, Björn Johansson
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In this introductory chapter we describe the problem of pricing in non-life insurance, and define some basic concepts and assumptions. We introduce different key ratios, such as the claim frequency and the pure premium, and demonstrate how their dependence on a number of rating factors can be described by a multiplicative model.
Esbjörn Ohlsson, Björn Johansson
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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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Optimisation in Non-Life Insurance
Stochastic Models, 2006In this course we review two optimisation problems. The first problem is to minimise the ruin probability by proportional reinsurance. The results are complemented by some asymptotic considerations of the minimal ruin probability and the optimal strategy. The second problem is to maximise the expected discounted dividend payout.
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Extremes in Non-Life Insurance
1994We 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 +2 more
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Multi‐year non‐life insurance risk
The Journal of Risk Finance, 2013PurposeThe purpose of this paper is to present a simulation‐based approach for modeling multi‐year non‐life insurance risk in internal risk models. Strategic management in an insurance company requires a multi‐year time horizon for economic decision making, for example, in the context of internal risk models.
Diers, Dorothea +3 more
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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.
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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.
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The mathematics of non-life insurance.
Journal of the Staple Inn Actuarial Society, 1949The organizing Committee of the Twelfth International Congress of Actuaries which was to have been held in Lucerne in 1940 did me the honour of suggesting that I should give a lecture on the development of insurance mathematics, particularly the mathematics of non-life insurance. Unfortunately the war prevented the Congress, but the individual articles
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