Impact of dependence modeling of non-life insurance risks on capital requirement : D-Vine copula approach
Hanène Mejdoub, Mounira Ben Arab
| Year of publication: |
October 2018
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|---|---|
| Authors: | Mejdoub, Hanène ; Arab, Mounira Ben |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 45.2018, p. 208-218
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| Subject: | Non-life insurance | Risk capital | Dependence structure | Monte-Carlo simulation | D-Vine copula | Multivariate Verteilung | Multivariate distribution | Risikomodell | Risk model | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Versicherung | Insurance | Versicherungsmathematik | Actuarial mathematics | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.152 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983230