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Authors:
Schumann, Steffen 
Document type:
Dissertation / Thesis 
Title:
Copula-Based Single Loss Development Model for the Pricing of Excess of Loss Reinsurance Motor Third Party Liability Claims 
Advisor:
Hartung, Thomas, Univ.-Prof. Dr. 
Referee:
Hartung, Thomas, Univ.-Prof. Dr.; Brieden, Andreas, Univ.-Prof.-Dr. 
Date oral examination:
29.06.2022 
Publication date:
01.08.2022 
Year:
2022 
Pages (Book):
xxii, 245 
Language:
Englisch 
Subject:
Rückversicherungsbetrieb ; Kraftfahrzeugschaden ; Schadenermittlung ; Schätzung ; Risikomanagement ; Cluster-Analyse ; Streuungsdiagramm ; Simulation ; Hochschulschrift 
Keywords:
Reinsurance, Pricing, Single Loss Development, Copula, Motor Third Party Liability 
Abstract:
The accurate estimation of ultimate claims is of vital importance for reinsurance companies in respect of the pricing and risk management. Among others, models like Chain Ladder or Cape Cod are widely used in practice. Disadvantages of these models are that information of each single loss is not fully taken into account, reinsurance contract features cannot be applied correctly, and an assumption about the ultimate loss distribution has to be done. Since current single loss development (SLD) mod...    »
 
DDC notation:
368.0122 
Department:
Fakultät für Wirtschafts- und Organisationswissenschaften 
Institute:
WOW 1 - Institut für Controlling, Finanz- und Risikomanagement 
Chair:
Hartung, Thomas 
Open Access yes or no?:
Ja / Yes