Kontakt

Telefon: +49 (0)40 42838 - 8372

Fax: +49 (0)40 42838 - 2745

E-Mail: sebastian.happ(at)wiso.uni-hamburg.de

Raum: 1052 (Aufgang C)


Sprechstunde: nach Vereinbarung.

Interessen und Forschungsgebiete

Schadensreservierung

Credibility Theory

Quantitatives Risikomanagement

Aktuarielle Modelle und Methoden

Solvency 2

Publikationen

  1. 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.
  2. Paid-incurred chain reserving method with dependence modeling.
    (with M.V. Wüthrich). ASTIN Bulletin, Volume 43, Issue 01, January 2013, pp. 1-20.
  3. Credibility for the Linear Stochastic Reserving Methods.
    (with R. Dahms). Submitted.
  4. Multivariate Bühlmann-Straub Credibility Model applied to Claims Reserving for Correlated Run-off Triangles. (with R. Maier and M. Merz). Submitted.
  5. Cost-of-Capital Approach for Discounted Claims Reserves. (with M. Merz). Working Paper.