Solvency II - considering risk dependencies:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Lahr
WHL, Wissenschaftliche Hochschule Lahr
2010
|
| Schriftenreihe: | WHL, Wissenschaftliche Hochschule Lahr Diskussionspapier
27 |
| Schlagwörter: | |
| Links: | http://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=3897204&custom_att_2=simple_viewer http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026082273&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Literaturangaben |
| Umfang: | 23 Bl. graph. Darst. 30 cm |
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Datensatz im Suchindex
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|---|---|
| adam_text | SOLVENCY II - CONSIDERING RISK DEPENDENCIES
PROFESSOR DR. TRISTAN NGUYEN AND ROBERT DANILO MOLINARI
TABLE OF CONTENTS
ABSTRACT 2
1. INTRODUCTION 3
2. DEPENDENCY RATIOS 4
3. COPULAS 6
4. DETERMINATION OF COPULAS AND MULTIVARIATE DISTRIBUTIONS 13
5. ASSESSMENT 15
A. CRITERIA FOR DEPENDENCY RATIOS 15
B. ASSESSMENT OF THE INTRODUCED CONCEPTS 16
6. SOLVENCY II 18
A. CONSIDERATION OF RISK DEPENDENCIES IN SOLVENCY II 18
B. ASSESSMENT OF THE SOLVENCY II RULES WITH REGARD TO RISK DEPENDENCIES
20
BIBLIOGRAPHY 22
|
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| illustrated | Illustrated |
| indexdate | 2024-12-20T16:30:55Z |
| institution | BVB |
| language | English |
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| physical | 23 Bl. graph. Darst. 30 cm |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | WHL, Wissenschaftliche Hochschule Lahr |
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| series | WHL, Wissenschaftliche Hochschule Lahr Diskussionspapier |
| series2 | Diskussionspapier / WHL, Wissenschaftliche Hochschule Lahr |
| spellingShingle | Nguyen, Tristan 1969- Molinari, Robert D. Solvency II - considering risk dependencies WHL, Wissenschaftliche Hochschule Lahr Diskussionspapier |
| title | Solvency II - considering risk dependencies |
| title_auth | Solvency II - considering risk dependencies |
| title_exact_search | Solvency II - considering risk dependencies |
| title_full | Solvency II - considering risk dependencies Tristan Nguyen and Robert Danilo Molinari |
| title_fullStr | Solvency II - considering risk dependencies Tristan Nguyen and Robert Danilo Molinari |
| title_full_unstemmed | Solvency II - considering risk dependencies Tristan Nguyen and Robert Danilo Molinari |
| title_short | Solvency II - considering risk dependencies |
| title_sort | solvency ii considering risk dependencies |
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