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Subadditivity and parameter uncertainty of VaR and Solvency Capital Requirement in region of a non-life insurance portfolio

Authors :
Dhaene, Jan
Salahnejhad Ghalehjooghi, A
Publication Year :
2015
Publisher :
Insurance Research Center, 2015.

Abstract

No ISSN ispartof: Iranian Journal of Risk and Insurance vol:1 issue:1 pages:1-42 status: published

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.od......1131..2ac1ce3a622937699710519da40c6efe

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