Micro-level stochastic loss reserving
| Authors |
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| Publication date |
2010
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| Journal |
Aenorm
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| Volume | Issue number |
18 | 69
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| Pages (from-to) |
15-17
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| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
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| Abstract |
With the introduction of Solvency 2 (in 2012) and IFRS 4 Phase 2 (in 2013) insurers face major challenges. The measurement of future cash flows and its uncertainty becomes more and more important. That also gives rise to the question whether the currently used techniques can be improved. Antonio en Plat (2010)1 have introduced a new methodology for stochastic loss reserving for general insurance. In this article this methodology is summarized and applied to an existing insurance portfolio.
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| Document type |
Article
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| Language |
English
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| Published at |
http://www.aenorm.eu/editions/?edt=8&art=56
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