Corpus ID: 155931788

Aggregation of risks and Allocation of capital

@inproceedings{Corrigan2009AggregationOR,
  title={Aggregation of risks and Allocation of capital},
  author={J. Corrigan and J. D. Decker and T. Hoshino and L. V. Delft},
  year={2009}
}
6 Citations
Highly Influential Citations
1
Background Citations
1
Methods Citations
1

6 Citations

Citation Type

Citation Type

Economic capital allocation
  • Highly Influenced
Prediksi Ukuran Risiko Agregat Klaim Berbasis Copula pada Model Autoregressive Conditional Amount (ACA)
  • PDF
Economic capital analysis within portfolios of dependent and heavy-tailed risks
trathmore UNIVERSITY Application of the Gumbel Copula for Econmnic Risk Aggregation : A Case of Kenyan
  • 2016
Risk-Adjusted Performance Measurements in a multi-standards environment
  • PDF
The Implications of Solvency II to Insurance Companies
  • 1

References

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1 ECONOMIC CAPITAL ASSESSMENT VIA COPULAS : AGGREGATION AND ALLOCATION OF DIFFERENT RISK TYPES 1
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  • 2007
  • 7
  • PDF
A Guide To Risk Measurement, Capital Allocation And Related Decision Support Issues, Risk Measurement in Insurance
  • Casualty Actuarial Society,
  • 2005
Capital Allocation and RAPM
  • PRM Handbook,
  • 2004
A Method of Implementing Myers-Read Capital Allocation in Simulation
  • 5
  • PDF