Solvency II: stability problems with the SCR aggregation formula (Q3608236)

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Solvency II: stability problems with the SCR aggregation formula
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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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