Multi-Level Risk Aggregation

In this paper we compare the current Solvency II standard and a genuine bottom-up approach to risk aggregation. This is understood to be essential for developing a deeper insight into the possible differences between the diversification assumptions between the standard approach and internal models

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Year of publication:	2015
Authors:	Filipović, Damir
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Aggregation \| Risiko \| Risk \| Risikomanagement \| Risk management

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Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: ASTIN Bulletin, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 14, 2009 erstellt
Classification:	C60 - Mathematical Methods and Programming. General ; G22 - Insurance; Insurance Companies
Source:	ECONIS - Online Catalogue of the ZBW

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