Efficient capital management using an internal model: a case of non-life insurance (Q5866615)

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scientific article; zbMATH DE number 7590012
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Efficient capital management using an internal model: a case of non-life insurance
scientific article; zbMATH DE number 7590012

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    Efficient capital management using an internal model: a case of non-life insurance (English)
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    22 September 2022
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    capital management
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    copula
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    financial stability
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    internal model
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    non-life insurance
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    stochastic reserving
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    value at risk
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