Title

Study of Actuarial Characteristics of One-Year and Ultimate Reserve Risk Distributions Based on Market Data

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2022

Issue

No 4

Affiliation

Szatkowski, Marcin : Institute of Econometrics, SGH Warsaw School of Economics, Poland; Risk Department, STU ERGO Hestia SA

Authors

Szatkowski, Marcin

Keywords

one-year risk ; ultimate risk ; reserve risk ; emergence pattern ; risk margin run-off pattern

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

381-413

Publisher

Oddział PAN w Łodzi

Date

2022.12.15

Type

Article

Identifier

DOI: 10.24425/cejeme.2022.144202