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22 février 2011
- doi: 10.58079/ouh3
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info:eu-repo/semantics/reference/issn/2262-6891
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Assurance (Insurance) Coverage, Insurance Insurance protection Insurance coverage Insurance industry Indemnity insurance Mutual insurance Underwriting War claims Claims--Law and legislation International claims Private claimsCiter ce document
Arthur Charpentier, « Talk at Desjardins General Insurance », Freakonometrics, ID : 10.58079/ouh3
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This afternoon, I will give a talk at the seminar of the R&D department at Desjardins General Insurance, on correlation in claims reserving. A lot of interesting papers have been published recently on that topic. On multivariate Chain Ladder, some interesting articles have been published, e.g. the one by Carsten Prohl and Klaus Schmidt (here) or the one by Michael Merz and Mario Wuthrich (there). But I think another interesting perspective (so far, not in claims reserving, but one should fin...