Solvency Need Resulting from Reserving Risk in a ORSA Context
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-017-9609-9.pdf
Reference23 articles.
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3. Biard R, Lefevre C, Loisel S (2008) Impact of correlation crises in risk theory: asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. Insurance: Mathematics and Economics 43(3):412–421. ISSN 0167-6687. https://doi.org/10.1016/j.insmatheco.2008.08.004 . http://www.sciencedirect.com/science/article/pii/S0167668708001030
4. Boudreault M (2006) On a risk model with dependence between interclaim arrivals and claim sizes. Scandinavian Actuarial Journal: Actuarial Society of Finland
5. Boumezoued A, Angoua Y, Devineau L, Boisseau J P (2012) One-year reserve risk including a tail factor: closed formula and bootstrap approaches. papers arXiv.org. http://EconPapers.repec.org/RePEc:arx:papers:1107.0164
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