scientific article
From MaRDI portal
Publication:3060311
zbMath1209.91001MaRDI QIDQ3060311
Publication date: 2 December 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (17)
The standard formula of Solvency II: a critical discussion ⋮ Shortcuts for the construction of sub-annual life tables ⋮ New copulas based on general partitions-of-unity and their applications to risk management ⋮ Background risk models and stepwise portfolio construction ⋮ Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness ⋮ PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS ⋮ Multiple risk factor dependence structures: copulas and related properties ⋮ Sensitivity analysis of some applied probability models ⋮ Risk aggregation in Solvency II through recursive log-normals ⋮ Aggregation-robustness and model uncertainty of regulatory risk measures ⋮ The Solvency II square-root formula for systematic biometric risk ⋮ Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods ⋮ Robustness regions for measures of risk aggregation ⋮ The use of flexible quantile-based measures in risk assessment ⋮ FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II ⋮ A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited ⋮ Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
This page was built for publication: