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A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION
L. Bermúdez,Antoni Ferri,Montserrat Guillén
Published 2011 in ASTIN Bulletin: The Journal of the International Actuarial Association
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- Publication year
2011
- Venue
ASTIN Bulletin: The Journal of the International Actuarial Association
- Publication date
2011-09-05
- Fields of study
Mathematics, Business, Economics
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Semantic Scholar
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