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Title: Solvency margins and equalization reserves
Authors: De Vylder, Floriaen ×
Goovaerts, Marc #
Issue Date: Mar-1999
Publisher: Elsevier science bv
Series Title: Insurance mathematics & economics vol:24 issue:1-2 pages:103-115
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. (C) 1999 Elsevier Science B.V. All rights reserved.
ISSN: 0167-6687
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center Insurance, Leuven
× corresponding author
# (joint) last author

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