Risk aggregation in non-life insurance : standard models vs. internal models
Year of publication: |
2020
|
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Authors: | Eling, Martin ; Jung, Kwangmin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 183-198
|
Subject: | Insurance regulation | Risk aggregation | Vine copula | Capital requirements | Internal Models | Risikomodell | Risk model | Theorie | Theory | Basler Akkord | Basel Accord | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Risikomaß | Risk measure | Bankrisiko | Bank risk | Versicherung | Insurance | Regulierung | Regulation |
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