scientific article

zbMath1264.91002MaRDI QIDQ3092576

Étienne Marceau

Publication date: 20 September 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic simulationinsurance risk modelscopula theorypremium loadingmultivariate risk modelsrecursive aggregation methodsrisk mutualizationrisk-based capital allocation

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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