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Global loss diversification in the insurance sector
Sheremet, Oleg; Lucas, André - 2008
We study the possibility for international diversification of catastrophe risk by the insurance sector. Adopting the … time, thus reducing the scope for international diversification of large losses in this sector. …
Persistent link: https://www.econbiz.de/10011377065
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Aggregating credit and market risk : the impact of model specification
Lucas, André; Verhoef, Bastiaan - 2012
Persistent link: https://www.econbiz.de/10010191011