Hierarchical structures in the aggregation of premium risk for insurance underwriting (Q2866286)
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scientific article; zbMATH DE number 6238139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical structures in the aggregation of premium risk for insurance underwriting |
scientific article; zbMATH DE number 6238139 |
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Hierarchical structures in the aggregation of premium risk for insurance underwriting (English)
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13 December 2013
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aggregation and dependency in non-life insurance
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premium risk
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internal model
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hierarchical Archimedean copulas
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reinsurance treaties
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