Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective
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Publication:320254
DOI10.1016/j.insmatheco.2016.02.002zbMath1369.91084OpenAlexW2275733424MaRDI QIDQ320254
Giuseppe Melisi, Paola Fersini
Publication date: 6 October 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.02.002
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