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Profit and loss attribution: an empirical study - MaRDI portal

Profit and loss attribution: an empirical study

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Publication:6649332

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DOI10.1007/s13385-024-00380-wMaRDI QIDQ6649332

Solveig Flaig, Gero Junike

Publication date: 5 December 2024

Published in: European Actuarial Journal (Search for Journal in Brave)

zbMATH Keywords

Shapley value Solvency 2 change analysis profit and loss attribution sequential decompositions

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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