via Pascoli, 20
Perugia, 06123
Italy
University of Perugia - Department of Economics
embedded value, value of business in force, market consistent valuation, profit-sharing
Matching Adjustment, Asset-Liability Management, Optimal Matching, Management Actions, Credit Risk
Claims Reserving, Bornhuetter-Ferguson Method, Credibility Theory, Repricing
Coronavirus, COVID-19, pandemic, prediction model, sub-exponential model
Claims reserving, general inflation, claims inflation, stochastic chainladder, reserve risk, nominal interest rates, real interest rates
COVID-19, Survival Analysis, Kaplan-Meier estimator, informative censoring, extended Greenwood's formula, EM algorithm, mean-imputation
Claims reserving, general inflation, claims inflation, stochastic chainladder, reserve risk, nominal interest rates, real interest rates.
Claims reserving, general inflation, claims inflation, stochastic chainladder, reserve risk, stochastic expected inflation, real interest rates
