Impact of dependence modeling of non-life insurance risks on capital requirement D-Vine copula approach

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Veröffentlicht in:Research in international business and finance
1. Verfasser: Mejdoub, Hanène (VerfasserIn)
Weitere Verfasser: Arab, Mounira Ben (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: October 2018
Schlagworte:
Non-life insurance > Risk capital > Dependence structure > Monte-Carlo simulation > D-Vine copula > Aufsatz in Zeitschrift
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