Risk aggregation in Solvency II through recursive log-normals
Autor: | Bølviken, Erik, Guillen, Montserrat |
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Zdroj: | In Insurance Mathematics and Economics March 2017 73:20-26 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Bølviken, Erik, Guillen, Montserrat |
---|---|
Zdroj: | In Insurance Mathematics and Economics March 2017 73:20-26 |
Databáze: | ScienceDirect |
Externí odkaz: |