Study of actuarial characteristics of one-year and ultimate reserve risk distributions based on market data
Marcin Szatkowski
| Year of publication: |
2022
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|---|---|
| Authors: | Szatkowski, Marcin |
| Published in: |
Central European journal of economic modelling and econometrics. - [Erscheinungsort nicht ermittelbar] : Versita, ISSN 2080-119X, ZDB-ID 2529566-4. - Vol. 14.2022, 4, p. 381-413
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| Subject: | one-year risk | ultimate risk | reserve risk | emergence pattern | riskmargin run-off pattern | Risiko | Risk | Risikomanagement | Risk management | Risikomodell | Risk model | Währungsreserven | Foreign exchange reserves |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24425/cejeme.2022.144202 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013502249