2 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.RM2010★ 2 cited
A three dimensional stochastic Model for Claim Reserving
Magda Schiegl
Within the Solvency II framework the insurance industry requires a realistic modelling of the risk processes relevant for its business. Every insurance company should be capable of…
q-fin.RM2010
On the Savety Loading for Chain Ladder Estimates: A Monte Carlo Simulation Study
Magda Schiegl
A method for analysing the risk of taking a too low reserve level by use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms…
q-fin.RM2010
About the Justification of Experience Rating: Bonus Malus System and a new Poisson Mixture Model
Magda Schiegl
The claim experience of the past is a very important information to calculate the fair price of an insurance contract. In a lot of European countries for instance the prices for mo…