My actuarial thesis got published online there
This work took me a little more than one year to do, an was dealing with non-life reserving in solvency 2 context for the french decenial insurance contracts. Here’s the abstract :
After having specified the specificities of the French builder’s insurance and analyzed the problems posed by additional specific reserves to this line of buisiness, we recall basic models, deterministic and stochastic, used in non-life insurance. Having transcribed the main models in a larger mathematic framework, we present new models shaped for the tri-dimentional issue of French construction insurance, including the estimation of variability in every point of view. Then, through several different approaches, we derive Solvency II reserve risk estimators in those models, and conclude with an analysis of these estimators on a certain portfolio, shaped toward the standard formula.
Hope you’ll enjoy reading it, and feel free to comment on it right here.
Especialy, the 2nd cahpter is a theoretical review of the current state of the art in non-life reserving theory.