Alternative capital requirement for insurers : possibilities and issues
Ilze Zariņa, Irina Voronova, Gaida Pettere
| Year of publication: |
2021
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|---|---|
| Authors: | Zariņa, Ilze ; Voronova, Irina ; Pettere, Gaida |
| Published in: |
International journal of economics and business research : IJEBR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-9869, ZDB-ID 2537709-7. - Vol. 21.2021, 1, p. 41-61
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| Subject: | solvency II | value-at-risk | risk management | insurance | internal model | reserve risk | best estimate | copula | solvency capital requirement | alternative capital requirement | t copula | normal copula | economic modelling | Risikomodell | Risk model | Basler Akkord | Basel Accord | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Risikomaß | Risk measure | Betriebliche Liquidität | Corporate liquidity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEBR.2021.112004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012508726