With the University of Ulm and the ifa Ulm, Ulm is an internationally leading center in actuarial science and its applications with a high degree of integration of education/training, research and its application.
Projection of own funds and capital requirements over a multi-year horizon has become a fundamental component in modern risk- and value-based business planning and regulatory requirements for insurance companies. The presentation provides an overview abou
The presented work covers two tasks, the prediction of policy values up to the maturity of an individual contract and the grouping of contracts, which are combined within our approach. Despite the high importance of grouping in practice, little research o