Abstract
AbstractIn this paper we compare the current Solvency II standard and a genuine bottom-up approach to risk aggregation. This is understood to be essential for developing a deeper insight into the possible differences between the diversification assumptions between the standard approach and internal models.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference7 articles.
1. On the Group Level Swiss Solvency Test;Filipović;Bulletin of the Swiss Association of Actuaries,2007
2. Matrix Analysis
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