Sebastian Happ

University of Hamburg

Allende-Platz 1

Hamburg, 20146

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

579

CITATIONS

5

Scholarly Papers (3)

1.

Paid-Incurred Chain Reserving Method with Dependence Modeling

Number of pages: 20 Posted: 22 Aug 2011
Sebastian Happ and Mario V. Wuthrich
University of Hamburg and RiskLab, ETH Zurich
Downloads 378 (76,694)
Citation 3

Abstract:

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claims reserving, outstanding loss liabilities, ultimate loss prediction, claims payments, claims incurred, incurred losses, prediction uncertainty, paid-incurred chain model, PIC reserving method, general insurance, non-life insurance

2.

Best-Estimate Claims Reserves in Incomplete Markets

Swiss Finance Institute Research Paper No. 14-64
Number of pages: 21 Posted: 17 Aug 2014 Last Revised: 12 Nov 2014
Sebastian Happ, Michael Merz and Mario V. Wuthrich
University of Hamburg, University of Hamburg and RiskLab, ETH Zurich
Downloads 201 (149,256)
Citation 3

Abstract:

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best-estimate reserves, dynamic hedging, sequential local risk minimization, state-price deflator, incomplete market, technical provisions, risk margin

3.

Claims Development Result in the Paid-Incurred Chain Reserving Method

Insurance: Mathematics and Economics, Forthcoming
Posted: 17 Aug 2011 Last Revised: 04 Jul 2012
Sebastian Happ, Michael Merz and Mario V. Wuthrich
University of Hamburg, University of Hamburg and RiskLab, ETH Zurich

Abstract:

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stochastic claims reserving, PIC method, outstanding loss liabilities, claims payments, incurred losses, prediction uncertainty, conditional mean square error, claims development result, solvency