Bayesian modelling, Monte Carlo sampling and capital allocation of insurance risks
Year of publication: |
December 2017
|
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Authors: | Peters, Gareth ; Targino, Rodrigo S. ; Wüthrich, Mario V. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 4, p. 1-51
|
Subject: | capital allocation | premium and reserve risk | Solvency Capital Requirement (SCR) | Sequential Monte Carlo (SMC) | Swiss Solvency Test (SST) | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Risikomodell | Risk model | Stichprobenerhebung | Sampling | Kapitalbedarf | Capital requirements | Versicherung | Insurance | EU-Versicherungsrecht | European insurance law | Schweiz | Switzerland | Risiko | Risk | Risikomanagement | Risk management | Bayes-Statistik | Bayesian inference |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5040053 [DOI] hdl:10419/195782 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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