Observations on industry practice in the construction of large correlation structures for risk and capital margins (Q2323662)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Observations on industry practice in the construction of large correlation structures for risk and capital margins |
scientific article |
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Observations on industry practice in the construction of large correlation structures for risk and capital margins (English)
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3 September 2019
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capital margin
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correlation matrix
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industry practice
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loss reserving
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risk margin
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tensor product
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