Modelling and evaluation of risks in insurance. Models on one period (Q3092576)

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scientific article; zbMATH DE number 5948597
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    Modelling and evaluation of risks in insurance. Models on one period
    scientific article; zbMATH DE number 5948597

      Statements

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      20 September 2011
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      insurance risk models
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      risk mutualization
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      premium loading
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      stochastic simulation
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      recursive aggregation methods
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      multivariate risk models
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      copula theory
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      risk-based capital allocation
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