Insurance risk capital and risk aggregation : bivariate copula approach
Hanène Mejdoub, Mounira Ben Arab
| Year of publication: |
2019
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|---|---|
| Authors: | Mejdoub, Hanène ; Arab, Mounira Ben |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 9.2019, 3, p. 202-218
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| Subject: | non-life insurance | risk aggregation | VaR | value-at-risk | dependence structure | bivariate copulas | Monte-Carlo simulation | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Risikomodell | Risk model | Risikomanagement | Risk management | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Risiko | Risk | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2019.100560 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012115324