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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Bolviken, Erik |
dc.contributor.author | Guillén, Montserrat |
dc.date | 2017-03-10T11:36:31Z |
dc.date | 2017-03 |
dc.date | 2017-03-10T11:36:32Z |
dc.date | info:eu-repo/date/embargoEnd/2020-03-31 |
dc.identifier.citation | 0167-6687 |
dc.identifier.citation | 669342 |
dc.identifier.uri | http://hdl.handle.net/2445/108253 |
dc.format | 7 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Elsevier B.V. |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1016/j.insmatheco.2016.12.006 |
dc.relation | Insurance Mathematics and Economics, 2017, vol. 73, p. 20-26 |
dc.relation | https://doi.org/10.1016/j.insmatheco.2016.12.006 |
dc.rights | cc-by-nc-nd (c) Elsevier B.V., 2017 |
dc.rights | info:eu-repo/semantics/embargoedAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es |
dc.subject | Risc (Economia) |
dc.subject | Correlació (Estadística) |
dc.subject | Risc (Assegurances) |
dc.subject | Simetria (Matemàtica) |
dc.subject | Dependència (Estadística) |
dc.subject | Distribució (Teoria de la probabilitat) |
dc.subject | Risk |
dc.subject | Correlation (Statistics) |
dc.subject | Risk (Insurance) |
dc.subject | Symmetry (Mathematics) |
dc.subject | Dependence (Statistics) |
dc.subject | Distribution (Probability theory) |
dc.title | Risk aggregation in Solvency II through recursive log-normals |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |