Quantitative Assessment of Multi-Year Non-Life Insurance Risk

Quantitative Assessment of Multi-Year Non-Life Insurance Risk

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Quantifying non-life insurance risk, i.e. the uncertainty in pricing and reserving resulting from the stochastic nature in occurrence, reporting, and settlement of claims, over a horizon of several years is necessary for modern risk- and value-based business planning and regulatory requirements for insurance companies. This talk gives an overview of the objectives and selected research results from my cumulative dissertation on this topic.

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