Unil Dorigny, Batiment Internef
University of Lausanne, Actuarial Department
Davis-Resnick tail property; Extreme value distribution; Max-domain of attraction; Mitra-Resnick model; Risk aggregation
Market Tariff; Optimal Tariff; Optimal Price; Price Elasticity; Non-Life Insurance; Non-Convex Opti- Misation; Quadratic Programming; Sequential Quadratic Programming; Mixed Discrete Non-Linear Programming; Constraints; Renewal Busines
Largest claims; copula; loss and ALAE; max-stable distribution; estimation; parametric family.
general insurance, non-life insurance, claims reserving, aggregation of run-off portfolios, claims inflation, outstanding loss liabilities
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