Solvency II: stability problems with the SCR aggregation formula (Q3608236): Difference between revisions
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scientific article
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English | Solvency II: stability problems with the SCR aggregation formula |
scientific article |
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Solvency II: stability problems with the SCR aggregation formula (English)
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28 February 2009
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Solvency II
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SCR
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skewness
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symmetry
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calibration
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copulas
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