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Efficient capital management using an internal model: a case of non-life insurance - MaRDI portal

Efficient capital management using an internal model: a case of non-life insurance (Q5866615)

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scientific article; zbMATH DE number 7590012
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English
Efficient capital management using an internal model: a case of non-life insurance
scientific article; zbMATH DE number 7590012

    Statements

    title
    Efficient capital management using an internal model: a case of non-life insurance (English)
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    author
    Ilze Zariņa-Cīrule
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    Gaida Pettere
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    Irina Voronova
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    publication date
    22 September 2022
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    zbMATH Keywords
    capital management
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    copula
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    financial stability
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    internal model
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    non-life insurance
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    stochastic reserving
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    value at risk
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    describes a project that uses
    QRM
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    copula
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    ChainLadder
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    bootstrap
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    MASS (R)
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    nacopula
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    copula
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    Identifiers

    zbMATH DE Number
    7590012
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    OpenAlex ID
    W4293196528
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