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Stochastic individual claims reserving

The result report deals with issues relating to the applicability of a new variant of stochastic individual claims reserving and supports actuaries in this area in the valuation of claims reserves. The area of application includes, in particular, bodily injury claims from motor third party liability insurance, which are characterized by a particularly long settlement period, as well as the associated reinsurance portion.

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Stochastic individual claims reserving ( PDF )
Nadine Kolodziej
nadine.kolodziej​@aktuar.de +49 (0) 221 912 554-227

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