Solvency II: stability problems with the SCR aggregation formula (Q3608236)
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scientific article; zbMATH DE number 5520719
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| default for all languages | No label defined |
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| English | Solvency II: stability problems with the SCR aggregation formula |
scientific article; zbMATH DE number 5520719 |
Statements
Solvency II: stability problems with the SCR aggregation formula (English)
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28 February 2009
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Solvency II
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SCR
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skewness
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symmetry
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calibration
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copulas
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0.842650294303894
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0.819743275642395
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0.7738332748413086
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0.7689196467399597
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0.7677947878837585
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