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A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION
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References

  • 1999An Introduction to Copulas7,812 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,208 cited
  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools2,014 cited
  • 2007The t Copula and Related Copulas974 cited
  • 2009Term-Structure Models403 cited
  • 2010SIMILAR PROBLEMS, DIFFERENT SOLUTIONS: COMPARING REFUSE COLLECTION IN THE NETHERLANDS AND SPAIN97 cited
  • 2007The Institutional vs. the Academic Definition of the Quality of Work Life. What is the Focus of the European Commission?87 cited
  • 2008Panel data stochastic convergence analysis of the Mexican regions76 cited
  • 2007Solvency II: stability problems with the SCR aggregation formula57 cited
  • 2006Time-varying effects when analysing customer lifetime duration, application to the insurance market46 cited
  • 2010Does privatization spur regulation? Evidence from the regulatory reform of European airports45 cited
  • 2009Factors explaining urban transport systems in large European cities: A cross-sectional approach42 cited
  • 2010" On the Dynamics of Exports and FDI: The Spanish Internationalization Process"40 cited
  • 2009THE FIRST PRIVATIZATION POLICY IN A DEMOCRACY: SELLING STATE-OWNED ENTERPRISES IN 1948-1950 PUERTO RICO35 cited

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2008
Multivariate Latent Risk: A Credibility Approach
29 cited
  • 2010Hierarchical structures in the aggregation of premium risk for insurance underwriting28 cited
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