Gatzert, Nadine (contributor); Schmeiser, Hato (contributor) - 2007
with the University of St. Gallen, Institute of Insurance Economics, Kirchlistrasse 2,
9010 St. Gallen, Switzerland, E … company.
Faivre (2003) models the overall loss distribution for a four-lines-of-business
insurance company and examines … risks with nonnormal marginals; they analyze
the influence of the business mix between credit, market, and operational risk …