Risk Management and Capital Allocation for Non-Life Insurance Companies

DOI10.1007/978-3-319-02499-8_23zbMath1418.91256OpenAlexW2157400869MaRDI QIDQ4561919

Matteo Ialenti, Marco Pirra, Salvatore Forte

Publication date: 13 December 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02499-8_23

zbMATH Keywords

risk measurecapital allocationcapital requirementeconomic capitalbusiness unit

Mathematics Subject Classification ID

Cites Work

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• Risk Measures and Comonotonicity: A Review
• A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error
• The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles

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