A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION

Publisher: Cambridge University Press

E-ISSN: 1783-1350|43|1|21-37

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.43, Iss.1, 2013-04, pp. : 21-37

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Abstract