Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172): Difference between revisions

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+Pair-copula constructions of multiple dependence
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+CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS
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+The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements
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+Vines -- a new graphical model for dependent random variables.
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+A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION
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+Generalized autoregressive conditional heteroscedasticity
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+Risk aggregation in Solvency II through recursive log-normals
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+Q3503415
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+The Solvency II square-root formula for systematic biometric risk
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+A copula‐based risk aggregation model
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+Q5434186
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+Q5262090
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+Dependence modeling in non-life insurance using the Bernstein copula
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+Selecting and estimating regular vine copulae and application to financial returns
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+Minimum standards for investment performance: a new perspective on non-life insurer solvency
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+Copula approaches for modeling cross-sectional dependence of data breach losses
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+On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins
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+The diffusion of complex securities: the case of CAT bonds
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+Multi-Level Risk Aggregation
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+A Goodness-of-fit Test for Copulas
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+A Test for Normality of Observations and Regression Residuals
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+Dependence Modeling with Copulas
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+An introduction to copulas.
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+On the structure and estimation of hierarchical Archimedean copulas
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+Solvency II: stability problems with the SCR aggregation formula
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+Hierarchical structures in the aggregation of premium risk for insurance underwriting
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+Hierarchies of Archimedean copulas
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+Q3281461
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+Publication:2212172