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Solvency II: stability problems with the SCR aggregation formula - MaRDI portal

Solvency II: stability problems with the SCR aggregation formula (Q3608236)

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Solvency II: stability problems with the SCR aggregation formula
scientific article

    Statements

    title
    Solvency II: stability problems with the SCR aggregation formula (English)
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    author
    Dietmar Pfeifer
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    Doreen Strassburger
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    publication date
    28 February 2009
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    zbMATH Keywords
    Solvency II
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    SCR
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    skewness
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    symmetry
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    calibration
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    copulas
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    cites work
    Q5706744
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    Solvency
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    Identifiers

    zbMATH DE Number
    5520719
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    OpenAlex ID
    W2118555843
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