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scientific article
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scientific article

    Statements

    author
    Étienne Marceau
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    publication date
    20 September 2011
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    zbMATH Keywords
    insurance risk models
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    risk mutualization
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    premium loading
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    stochastic simulation
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    recursive aggregation methods
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    multivariate risk models
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    copula theory
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    risk-based capital allocation
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    Identifiers

    zbMATH DE Number
    5948597
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