Abstract
Some comments are given on a recent paper by De Wit and Kastelijn (1980) and alternative methods for analyzing loss ratios are proposed in connection with the determination of the necessary solvency margins of non-life insurance companies. The methods are illustrated by a numerical example.
Volume
13:1
Page
37-45
Year
1982
Categories
Actuarial Applications and Methodologies
Regulation and Law
Solvency
Financial and Statistical Methods
Credibility
Publications
ASTIN Bulletin
