Hierarchical structures in the aggregation of premium risk for insurance underwriting (Q2866286)
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scientific article; zbMATH DE number 6238139
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| English | Hierarchical structures in the aggregation of premium risk for insurance underwriting |
scientific article; zbMATH DE number 6238139 |
Statements
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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0.7797648310661316
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0.7596734166145325
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0.7525085210800171
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0.7474764585494995
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0.7416532039642334
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