A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

Identification data

Identifier: PC:2413

Handle: http://hdl.handle.net/20.500.11797/PC2413
Authors:

Guillén, Montserrat
Ferri, Antoni
Bermúdez, Lluis
Others:

Relation: XREAP ; 2011-12
Date: 2011-09
Departament/Institute: Xarxa de Referència en Economia Aplicada (XREAP)
Language: eng
Identifier: http://hdl.handle.net/2072/169680
Author: Guillén, Montserrat Ferri, Antoni Bermúdez, Lluis
Format: application/pdf 287202 bytes 30 p.
Publisher: Xarxa de Referència en Economia Aplicada (XREAP)
Title: A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation
Subject: 336 - Finances. Banca. Moneda. Borsa 33 - Economia Mètode de Montecarlo Risc (Assegurances) Assegurances Monte Carlo method Insurance Risk (Insurance)