Interessen und Forschungsgebiete
Aktuarielle Modelle und Methoden
- Claims development result in the paid-incurred chain reserving method.
(with M. Merz and M.V. Wüthrich). Insurance: Mathematics and Economics, Volume 51, Issue 1, July 2012, Pages 66–72.
- Paid-incurred chain reserving method with dependence modeling.
(with M.V. Wüthrich). ASTIN Bulletin, Volume 43, Issue 01, January 2013, pp. 1-20.
- Credibility for the Linear Stochastic Reserving Methods.
(with R. Dahms). Submitted.
- Multivariate Bühlmann-Straub Credibility Model applied to Claims Reserving for Correlated Run-off Triangles. (with R. Maier and M. Merz). Submitted.
- Cost-of-Capital Approach for Discounted Claims Reserves. (with M. Merz). Working Paper.