The impact of dependencies between climate risks on the asset and liability side of non-life insurers
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Publication:6550179
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Cites work
- scientific article; zbMATH DE number 3630099 (Why is no real title available?)
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A ruin model with dependence between claim sizes and claim intervals
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Minimum standards for investment performance: a new perspective on non-life insurer solvency
- On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
- On a risk model with dependence between claim sizes and claim intervals
- On a risk model with dependence between interclaim arrivals and claim sizes
- Risk- and value-based management for non-life insurers under solvency constraints
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
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