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Bank risk 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 CAPM 1 Capital requirements 1 Collective Risk Model 1 EU-Versicherungsrecht 1 European insurance law 1 G2++ Model 1 Geometric Brownian Motion 1 Insurance premium 1 Kapitalbedarf 1 Market risk 1 Marktrisiko 1 ORSA 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risikomodell 1 Risikoprämie 1 Risk 1 Risk management 1 Risk measure 1 Risk model 1 Risk premium 1 Solvency II 1 Theorie 1 Theory 1 Versicherungsbeitrag 1 market risk 1 non-life premium risk 1 real-world valuation 1 risk management 1 time horizon 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cotticelli, Stefano 1 Savelli, Nino 1
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1
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ECONIS (ZBW) 1
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Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano; Savelli, Nino - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 205-236
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