Hierarchical structures in the aggregation of premium risk for insurance underwriting (Q2866286)

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Hierarchical structures in the aggregation of premium risk for insurance underwriting
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    Hierarchical structures in the aggregation of premium risk for insurance underwriting (English)
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    13 December 2013
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    aggregation and dependency in non-life insurance
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    premium risk
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    internal model
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    hierarchical Archimedean copulas
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    reinsurance treaties
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