Merz-Wüthrich

A R package for Multi-boot Mack chain-ladder: mbmcl

`mbmcl` is a simple package that implements a one-year bootstrap in the Braun model, with extension to a mutli-year reserving cases (french decenial insurance).

Reserving and reserving risk in french builder’s insurance

In this master thesis, we analyse French builder’s insurance under Solvency II constraints, regarding reserving risk. We first recall basic models, deterministic and stochastic, used in non-life insurance, then present new models shaped for the tri-dimentionnal issue of French construction insurance, including the estimation of variability in every point of view and Solvency II reserve risk.