Assessing inflation risk in non-life insurance

Author:

Bohnert Alexander,Gatzert Nadine,Kolb Andreas

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference58 articles.

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2. Ahlgrim, K., D’Arcy, S., 2012a. The Effect of Deflation or High Inflation on the Insurance Industry. Working Paper, Illinois State University, University of Illinois at Urbana-Champaign.

3. Ahlgrim, K., D’Arcy, S., 2012b. A User’s Guide to the Inflation Generator. Working Paper, Illinois State University, University of Illinois at Urbana-Champaign.

4. Barnett, G., Zehnwirth, B., 2000. Best estimates for reserves. In: Proceedings of the CAS, vol. 87, pp. 245–321.

5. Bootstrapping the separation method in claims reserving;Björkwall;Astin Bull.,2010

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