Abstract
In this chapter we consider the VaPo construction for a non-life insurance run-off portfolio. In essence, the VaPo construction in non-life insurance is similar to the one in life insurance, but we would like to highlight a few difficulties that may occur in a non-life insurance modelling context.
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© 2016 Springer International Publishing AG
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Wüthrich, M.V. (2016). The Valuation Portfolio in Non-life Insurance. In: Market-Consistent Actuarial Valuation. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-46636-1_5
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DOI: https://doi.org/10.1007/978-3-319-46636-1_5
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-46635-4
Online ISBN: 978-3-319-46636-1
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