Modeling parameter risk in premium risk in multi-year internal models

Author: Diers Dorothea   Eling Martin   Linde Marc  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.14, Iss.3, 2013-05, pp. : 234-250

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract