Solvency II: stability problems with the SCR aggregation formula (Q3608236): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/03461230701766825 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2118555843 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5706744 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Solvency / rank | |||
Normal rank |
Latest revision as of 03:09, 29 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solvency II: stability problems with the SCR aggregation formula |
scientific article |
Statements
Solvency II: stability problems with the SCR aggregation formula (English)
0 references
28 February 2009
0 references
Solvency II
0 references
SCR
0 references
skewness
0 references
symmetry
0 references
calibration
0 references
copulas
0 references