Pages that link to "Item:Q4576774"
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The following pages link to A simulation model for calculating solvency capital requirements for non-life insurance risk (Q4576774):
Displaying 6 items.
- Risk aggregation in Solvency II through recursive log-normals (Q1681181) (← links)
- TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL (Q5019040) (← links)
- Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test (Q5140094) (← links)
- A Solution for Solvency II Quantitative Requirements Modeling with Long-Tail Liabilities (Q5379140) (← links)
- Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox (Q6581514) (← links)