Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving.

Summary Insurance reserving is a key topic for both actuaries and academics. In the present paper, we present an efficient way to compute all the key indicators in a unified approach of the ruin theory and claim reserving methods. The proposed framework allows to derive closed-form formulas for both ruin theory and claim reserves indicators. A numerical illustration of these indicators is carried out on a real dataset from a private insurer.