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

Published online by Cambridge University Press:  29 August 2014

Henrik Ramlau-Hansen
Henrik Ramlau-Hansen*
Affiliation:
Laboratory of Actuarial Mathematics, University of Copenhagen
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Abstract

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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.

Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 13 , Issue 1 , June 1982 , pp. 37 - 46
Copyright
Copyright © International Actuarial Association 1982

References

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