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

1 June 1982

journal article
research article
Published by Cambridge University Press (CUP) in ASTIN Bulletin

Vol. 13 (1) , 37-46
https://doi.org/10.1017/s0515036100006929

Abstract

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.

Keywords

SOLVENCY MARGINS
COMMENTS
LOSS
ILLUSTRATED
INSURANCE
KASTELIJN
CREDIBILITY THEORY
APPLICATION OF CREDIBILITY

This publication has 3 references indexed in Scilit:

The Solvency Margin in Non-Life Insurance Companies
ASTIN Bulletin, 1980
The credibility approach to experience rating
Scandinavian Actuarial Journal, 1979
Procedures and basic statistics to be used in magnitude control of equalisation reserves in Finland
ASTIN Bulletin, 1968