Risk aggregation in non-life insurance : standard models vs. internal models
Martin Eling, Kwangmin Jung
| Year of publication: |
2020
|
|---|---|
| Authors: | Eling, Martin ; Jung, Kwangmin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 183-198
|
| Subject: | Insurance regulation | Risk aggregation | Vine copula | Capital requirements | Internal Models | Theorie | Theory | Versicherung | Insurance | Basler Akkord | Basel Accord | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Risiko | Risk | Risikomodell | Risk model | Bankrisiko | Bank risk | Regulierung | Regulation | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420134