Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172): Difference between revisions
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scientific article
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English | Risk aggregation in non-life insurance: standard models vs. internal models |
scientific article |
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Risk aggregation in non-life insurance: standard models vs. internal models (English)
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19 November 2020
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insurance regulation
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risk aggregation
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vine copula
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capital requirements
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internal models
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