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~subject:"Solvency Capital Requirement"
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Solvency Capital Requirement
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Bermúdez, Lluís
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"A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation"
Bermúdez, Lluís
;
Ferri, Antoni
;
Guillén, Montse
-
Facultat d'Economia i Empresa, Universitat de Barcelona
-
2011
using an
Internal
Model
based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas …
Persistent link: https://www.econbiz.de/10009292412
Saved in:
2
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation
Bermúdez, Lluís
;
Ferri, Antoni
;
Guillén, Montserrat
-
Xarxa de Referència en Economia Aplicada (XREAP)
-
2011
using an
Internal
Model
based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas …
Persistent link: https://www.econbiz.de/10009278104
Saved in:
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