A simulation model for calculating solvency capital requirements for non-life insurance risk (Q4576774)
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scientific article; zbMATH DE number 6900944
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| default for all languages | No label defined |
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| English | A simulation model for calculating solvency capital requirements for non-life insurance risk |
scientific article; zbMATH DE number 6900944 |
Statements
A simulation model for calculating solvency capital requirements for non-life insurance risk (English)
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10 July 2018
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risk aggregation
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stochastic modelling
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solvency capital requirements
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solvency II
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premium and reserve risk
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0.7576689124107361
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0.752058207988739
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0.7371891736984253
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0.7321580648422241
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0.7289797067642212
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