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Aggregation of Market Risks using Pair-Copulas
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2012.html -
Actuarial models and methods for quantitative risk analysis
The new prudential standards, Solvency II, consider the question of controling of insurer and reinsurer’s solvency. In this thesis, we’ve proposed technical solution...
