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Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a solvency II pers...
Melisi, Giuseppe
;
Konstandatos, Otto
;
Bienek, Tobias
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 27-44
Persistent link: https://www.econbiz.de/10011492441
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