A simulation model for calculating solvency capital requirements for non-life insurance risk (Q4576774)
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scientific article; zbMATH DE number 6900944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simulation model for calculating solvency capital requirements for non-life insurance risk |
scientific article; zbMATH DE number 6900944 |
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A simulation model for calculating solvency capital requirements for non-life insurance risk (English)
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10 July 2018
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risk aggregation
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stochastic modelling
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solvency capital requirements
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solvency II
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premium and reserve risk
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