The influence of non-linear dependencies on the basis risk of industry loss warranties (Q2276270)
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scientific article; zbMATH DE number 5934677
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| English | The influence of non-linear dependencies on the basis risk of industry loss warranties |
scientific article; zbMATH DE number 5934677 |
Statements
The influence of non-linear dependencies on the basis risk of industry loss warranties (English)
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1 August 2011
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index-linked catastrophic loss instruments
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solvency capital requirements
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copulas
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non-life insurer
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0.6952396631240845
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0.6947009563446045
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0.6891979575157166
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0.6885921955108643
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0.6860156059265137
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