Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787)

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Tweedie double GLM loss triangles with dependence within and across business lines
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    Tweedie double GLM loss triangles with dependence within and across business lines (English)
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    14 January 2022
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    IFRS 17
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    loss triangles
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    double generalized linear models
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    risk aggregation
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    risk measures
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    capital allocation
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