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Risk aggregation in non-life insurance : standard models vs. internal models
Eling, Martin; Jung, Kwangmin - In: Insurance / Mathematics & economics 95 (2020), pp. 183-198
Persistent link: https://www.econbiz.de/10012420134
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Copula approaches for modeling cross-sectional dependence of data breach losses
Eling, Martin; Jung, Kwangmin - In: Insurance / Mathematics & economics 82 (2018), pp. 167-180
Persistent link: https://www.econbiz.de/10011929865