Stochastic Chain-Ladder Reserving with Modeled General Inflation-Reference-Cited by-同舟云学术

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Stochastic Chain-Ladder Reserving with Modeled General Inflation

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

de Felice Massimo,Moriconi Franco

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference23 articles.

1. Assessing inflation risk in non-life insurance;A Bohnert;Insurance: Mathematics and Economics,2016

2. Recent models of the term structure of interest rates with actuarial applications;P P Boyle;Transactions of the 21st Congress of Actuaries,1980

3. Interest Rate Models: Theory and Practice;D Brigo;With Smile, Inflation and Credit,2007

4. Calendar Year Effects, Claims Inflation and the Chain-Ladder Technique;D Brydon;Annal of Actuarial Science,2009

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Three-Factor Market Model for Incorporating Explicit General Inflation in Non-Life Claims Reserving;Risks;2023-10-07

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