Pages that link to "Item:Q3608236"
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The following pages link to Solvency II: stability problems with the SCR aggregation formula (Q3608236):
Displaying 11 items.
- Risk aggregation in Solvency II through recursive log-normals (Q1681181) (← links)
- Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024) (← links)
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
- Portfolio optimization under Solvency II (Q2288904) (← links)
- Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
- Practical aspects of the aggregation of two risks in the Solvency II standard formula (Q2323670) (← links)
- Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
- Quantifying credit and market risk under Solvency II: standard approach versus internal model (Q2447420) (← links)
- Solvency II Is Not Risk-Based—Could It Be? Evidence from Non-Life Calibrations (Q4689969) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)