An Application of Credibility Theory to Solvency Margins: Some Comments on a Paper by G. W. De Wit and W. M. Kastelijn

Henrik Ramlau-Hansen,

ASTIN Bulletin, 1982, vol. 13, issue 1, 37-46

Abstract: Some comments are given on a recent paper by de Wit and Kastelijn (1980) and alternative methods for analysing 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.

Date: 1982
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