The influence of non-linear dependencies on the basis risk of industry loss warranties (Q2276270)

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The influence of non-linear dependencies on the basis risk of industry loss warranties
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    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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