Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective

Author:

Fersini Paola,Melisi Giuseppe

Publisher

Elsevier BV

Subject

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

Reference46 articles.

1. Micro-level stochastic loss reserving in general insurance;Antonio;Scand. Actuar. J.,2014

2. The claims reserving problem in non-life insurance: Some structural ideas;Arjas;ASTIN Bull.,1989

3. Association of French Insurers, 1965. Indemnisation directe de l’assuré et de Recours entre Sociétés d’assurance Automobile. FFSA, www.ffsa.fr.

4. Association of Spanish Insurers, 1988. Convenio entre Entidades Aseguradoras de Automóviles para la Indemnización Directa de Daños Materiales a Vehículos, UNESPA, www.unespa.es.

5. Autorità Garante per la Concorrenza e il Mercato, 2006. Disciplina del Risarcimento Diretto dei Danni Derivanti dalla Circolazione Stradale, Raccomandazione no. AS324 del 1 Febbraio dal Presidente del Consiglio dei Ministri.

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