1

Stochastic claims inflation in IBNR

Year:
1999
Language:
english
File:
PDF, 289 KB
english, 1999
2

A characterization of the generalized Pareto-distribution with an application to reinsurance

Year:
1997
Language:
english
File:
PDF, 116 KB
english, 1997
3

Random coefficient autoregressive loss reserving, revisited

Year:
2003
Language:
english
File:
PDF, 132 KB
english, 2003
4

Credibility for regression models with autoregressive error terms

Year:
2005
Language:
english
File:
PDF, 285 KB
english, 2005
5

An Extension of the Bühlmann Credibility Model

Year:
2001
Language:
english
File:
PDF, 204 KB
english, 2001
7

IBNR-claims and the two-way model of ANOVA

Year:
1982
Language:
english
File:
PDF, 521 KB
english, 1982
10

Local Bahadur efficiency of rank tests for the independence problem

Year:
1981
Language:
english
File:
PDF, 501 KB
english, 1981
11

Exponential smoothing and credibility theory

Year:
1982
Language:
english
File:
PDF, 385 KB
english, 1982
12

Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties

Year:
1983
Language:
english
File:
PDF, 345 KB
english, 1983
14

Estimating the loading of the largest claims covers

Year:
2004
Language:
english
File:
PDF, 238 KB
english, 2004
15

Net premium of the drop down excess of loss cover

Year:
2006
Language:
english
File:
PDF, 118 KB
english, 2006
16

Nonlinear models in claim reserving

Year:
1997
Language:
english
File:
PDF, 274 KB
english, 1997
17

Robust lagfactors

Year:
1997
Language:
english
File:
PDF, 305 KB
english, 1997
18

Largest claims reinsurance premiums for the generalized Weibull model

Year:
1998
Language:
english
File:
PDF, 101 KB
english, 1998
19

On stochastic discounting

Year:
1998
Language:
english
File:
PDF, 90 KB
english, 1998
20

Sicherheitszuschlag für den schadenexzedenten

Year:
1997
Language:
german
File:
PDF, 74 KB
german, 1997
21

Grossing-up or chain-ladder?

Year:
1997
Language:
english
File:
PDF, 78 KB
english, 1997
22

Largest claims reinsurance premiums for the Weibull model

Year:
1998
Language:
english
File:
PDF, 192 KB
english, 1998
23

Further on stochastic discounting

Year:
1999
Language:
english
File:
PDF, 85 KB
english, 1999
24

A short note on immunization

Year:
1998
Language:
english
File:
PDF, 100 KB
english, 1998
25

Buchbesprechungen

Year:
1997
Language:
german
File:
PDF, 123 KB
german, 1997
26

The correlated chain-ladder method for reserving in case of correlated claims developments

Year:
2005
Language:
english
File:
PDF, 240 KB
english, 2005
27

Buchbesprechungen

Year:
1998
File:
PDF, 227 KB
1998
30

Extrapolating the loading of a stoploss treaty

Year:
1998
Language:
english
File:
PDF, 58 KB
english, 1998
31

More on Robust Lagfactors

Year:
1998
Language:
english
File:
PDF, 219 KB
english, 1998
32

A further short note on immunization

Year:
1998
Language:
english
File:
PDF, 59 KB
english, 1998
33

On the variance of the ECOMOR

Year:
2003
Language:
english
File:
PDF, 265 KB
english, 2003
34

Largest claims reinsurance premiums under discrete claims sizes

Year:
2002
Language:
english
File:
PDF, 185 KB
english, 2002
35

Obvious bounds on XL-premiums via reliability

Year:
1999
Language:
english
File:
PDF, 261 KB
english, 1999
36

BAP and credibility

Year:
1999
Language:
english
File:
PDF, 134 KB
english, 1999
37

Credibility for stationarity

Year:
1997
Language:
german
File:
PDF, 24 KB
german, 1997
38

A combination of the excess-of-loss and largest claims reinsurance treaties

Year:
2003
Language:
english
File:
PDF, 224 KB
english, 2003
39

On the start-values of a recursive rating method for the largest claims reinsurance cover

Year:
2004
Language:
english
File:
PDF, 239 KB
english, 2004
40

Bounding techniques for the net premiums of generalized largest claims reinsurance treaties

Year:
2000
Language:
english
File:
PDF, 174 KB
english, 2000
41

Ein Katastrophen-Gruppen-Lebensversicherungsvertrag

Year:
2000
Language:
german
File:
PDF, 180 KB
german, 2000
42

An elementary upper bound on the loading of a largest claims reinsurance cover

Year:
2001
Language:
english
File:
PDF, 134 KB
english, 2001
43

Additional on “stochastic claims inflation in IBNR”

Year:
2000
Language:
english
File:
PDF, 83 KB
english, 2000
44

Prämie eines einfacheren Aggregate Stop Loss Vertrages

Year:
2004
Language:
german
File:
PDF, 175 KB
german, 2004
45

Limit-determination for the excess-of-loss treaty in case of simple retrocession

Year:
2002
Language:
english
File:
PDF, 214 KB
english, 2002
46

On the choice of the parameter p of the LCR (p)-treaty

Year:
2000
Language:
english
File:
PDF, 137 KB
english, 2000
47

Minimum distance loss-reserving

Year:
2000
Language:
english
File:
PDF, 235 KB
english, 2000
48

Most elegant premium formulas for the most important drop down excess of loss cover

Year:
2005
Language:
english
File:
PDF, 141 KB
english, 2005
49

An upper bound on the premium of the stop-loss treaty

Year:
2000
Language:
english
File:
PDF, 91 KB
english, 2000
50

Polynomial credibility

Year:
2006
Language:
english
File:
PDF, 282 KB
english, 2006