Stochastic claims reserving and solvency

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Author
Salzmann, Robert
Date
2012
Type
  • Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-007566137
Publication status
published
External links
Full text via SFX
Contributors
Supervisor: Embrechts, Paul
Supervisor: Merz, Michael
Publisher
ETH
Subject
RISK THEORY (PROBABILITY THEORY); BAYESIAN THEORY (PROBABILITY THEORY); PROPERTY INSURANCE (INSURANCE); KAPITALDECKUNGSVERFAHREN (VERSICHERUNGSMATHEMATIK); SACHVERSICHERUNG + SACHSCHADENVERSICHERUNG (VERSICHERUNGSWESEN); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); FULLY-FUNDED BASIS (ACTUARIAL THEORY); BAYESSCHE THEORIE (WAHRSCHEINLICHKEITSRECHNUNG)
Organisational unit
02000 - Departement Mathematik / Department of Mathematics
03288 - Embrechts, Paul
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
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