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Sensitivity of risk measures with respect to the normal approximation of total claim distributions

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A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk...

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A blueprint for better banking : Svenska Handelsbanken and a proven model for more stable and profitable banking

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Islamic financial services in the United Kingdom

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