Title of article
Solvency margins and equalization reserves
Author/Authors
Karl and De Vylder، نويسنده , , F. and Goovaerts، نويسنده , , M.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
13
From page
103
To page
115
Abstract
We indicate a simple solution to the evaluation of solvency margins and equalization reserves in a non-life insurance portfolio. One of our provision models is based on a combination of ruin and credibility theory. It takes characteristics such as variance of claims, correlation of claims and volume of portfolio into account.
Keywords
Solvency margins , Equalization reserves , Non-life insurance portfolio
Journal title
Insurance Mathematics and Economics
Serial Year
1999
Journal title
Insurance Mathematics and Economics
Record number
1544343
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