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

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Risk aggregation in non-life insurance: standard models vs. internal models
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    title
    Risk aggregation in non-life insurance: standard models vs. internal models (English)
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    author
    Martin Eling
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    Kwangmin Jung
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    publication date
    19 November 2020
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    zbMATH DE Number
    7275991
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    zbMATH Keywords
    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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    describes a project that uses
    CopulaModel
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    TSA
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