Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Reference21 articles.
1. Risk aggregation with dependence uncertainty
2. European Commission: Quantitative Impact Study 5—Technical Specificationshttp://ec.europa.eu/internal_market/insurance/docs/solvency/qis5/ceiops-calibration-paper_en.pdf
3. Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
4. Operational risk and the Solvency II capital aggregation formula: implications of the hidden correlation assumptions
5. Internal model techniques of premium and reserve risk for non-life insurers;Clemente;Mathematical Models in Economics and Finance,2013