Correlations between insurance lines of business : an illusion or a real phenomenon? : some methodological considerations
Year of publication: |
2016
|
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Authors: | Avanzi, Benjamin ; Taylor, Greg ; Wong, Bernard |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 2, p. 225-263
|
Subject: | Actuarial models | dependence | capital margin | correlation | real data | reserving | risk margin | Risikomodell | Risk model | Korrelation | Correlation | Theorie | Theory |
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