Risk aggregation in non-life insurance: standard models vs. internal models
From MaRDI portal
Publication:2212172
DOI10.1016/j.insmatheco.2020.09.003zbMath1452.91268MaRDI QIDQ2212172
Publication date: 19 November 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://www.alexandria.unisg.ch/255596/1/Eling%20Jung%20Risk%20Aggregation_ARIA2018.pdf
91G05: Actuarial mathematics
Uses Software