A Three-Factor Market Model for Incorporating Explicit General Inflation in Non-Life Claims Reserving
In a recent paper “Stochastic Chain-Ladder Reserving with Modeled General Inflation”, the effects of modeled general inflation on non-life claims reserving were studied using, along with the so called “market approach”, a stochastic two-factor market model, characterized by deterministic expected in...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-10-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/11/10/174 |