Risk and return of reinsurance contracts under copula models
Year of publication: |
2009
|
---|---|
Authors: | Eling, Martin ; Toplek, Denis |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 15.2009, 7-8, p. 751-775
|
Publisher: |
Taylor & Francis Journals |
Subject: | enterprise risk management | asset liability management | dynamic risk modeling | dynamic financial analysis | solvency analysis | reinsurance | performance measurement | simulation | copulas |
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