Risk aggregation in Solvency II through recursive log-normals (Q1681181): Difference between revisions

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-Bølviken, Erik
@@ Property / author: Bølviken, Erik / rank @@
-Normal rank
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+Bølviken, Erik
@@ Property / author: Bølviken, Erik / rank @@
+Normal rank
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+MaRDI publication profile
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+W2569215617
@@ Property / OpenAlex ID: W2569215617 / rank @@
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+A simulation model for calculating solvency capital requirements for non-life insurance risk
+Normal rank
@@ Property / cites work @@
+Efficient simulation of tail probabilities of sums of correlated lognormals
+Normal rank
@@ Property / cites work @@
+A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION
+Normal rank
@@ Property / cites work @@
+The log-normal approximation in financial and other computations
+Normal rank
@@ Property / cites work @@
+Multi-Level Risk Aggregation
@@ Property / cites work: Multi-Level Risk Aggregation / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling nested Archimedean copulas
@@ Property / cites work: Sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Solvency II: stability problems with the SCR aggregation formula
+Normal rank
@@ Property / cites work @@
+Q3060311
@@ Property / cites work: Q3060311 / rank @@
+Normal rank
@@ Property / cites work @@
+Hierarchical structures in the aggregation of premium risk for insurance underwriting
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@@ links / mardi / name / links / mardi / name @@
+Publication:1681181