Projects funded by the NCN
Modelling of premium and reserve risk in Solvency II
2018/31/B/HS4/02150
Keywords:
One-year risk ultimate risk dependencies between lines of business in reserve risk Monte Carlo simulation neural networks model of claims development
Descriptors:
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: OPUS 16 - announced on 2018-09-14
Amount awarded: 123 200 PLN
Project start date (Y-m-d): 2019-07-24
Project end date (Y-m-d): 2022-07-23
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled
Project description
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