Managing the Insolvency Risk of Insurance Companies Proceedings of the Second International Conference on Insurance Solvency
Two different applications have been considered, automobile claims from Massachusetts and health expenses from the Netherlands. We have fit 11 different distributions to these data. The distributions are conveniently nested within a single four parameter distribution, the generalized beta of the sec...
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht
Springer Netherlands
1991, 1991
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| Edition: | 1st ed. 1991 |
| Series: | Huebner International Series on Risk, Insurance and Economic Security
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- I Operational Models of Risk Assessment
- 1 An Analysis of Underwriting Cycles and their Effects on Insurance Solvency
- 2 A Management Model of a General Insurance Company Using Simulation Techniques
- 3 Classifying Financial Distress in the Life Insurance Industry
- 4 Variability of Pension Contributions and Fund Levels with Random Rates of Return
- 5 The Value of Ceded Reinsurance
- 6 Effect of Serially Autocorrelated Profit Margins on the Solvency of Insurers: The Case with Constant Target Margins Set by the Capital Asset Pricing Model
- 7 Some Statistical Distributions for Insured Damages
- II Financial Models for Risk Assessment
- 8 A Synthesis of Property-Liability Insurance Pricing Techniques
- 9 Determining the Proper Interest Rate for Loss Reserve Discounting
- 10 Safety Loadings for Loss Reserves
- 11 Rational Insurance Purchasing: Consideration of Contract Non-Performance
- 12 Capital Structure and Fair Profits in Property-Liability Insurance