Abstract
One of the central topics in modern insurance mathematics and finance is the search for new methods to calculate risk-adjusted solvency requirements for companies. Such methods should in particular be able to cope with different sorts of risks. Treating a particular kind of risk is still feasible using analytical tools. The main issue is to model and compute the aggregation effects of different, usually dependent risks.
Volume
35:1
Page
25-43
Year
2005
Publications
ASTIN Bulletin
