Efficient risk allocation within a non-life insurance group under Solvency II Regime

Link

http://www.sciencedirect.com/science/article/pii/S0167668715302523

Volume

66

Page

69-76

Number

January

Year

2016

Categories

New Valuation Techniques

Publications

Insurance: Mathematics and Economics

Authors

Alexandru V. Asimit, Alexandru M. Badescu, Steven Haberman and Eun-Seok Kim

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