Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne - In: Insurance: Mathematics and Economics 45 (2009) 3, pp. 348-361
Because of regulation projects from control organisations such as the European solvency II reform and recent economic events, insurance companies need to consolidate their capital reserve with coherent amounts allocated to the whole company and to each line of business. The present study...