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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Bermúdez, Lluís |
dc.contributor.author | Ferri Vidal, Antoni |
dc.contributor.author | Guillén, Montserrat |
dc.date | 2017-03-09T17:58:42Z |
dc.date | 2017-03-09T17:58:42Z |
dc.date | 2013-01 |
dc.date | 2017-03-09T17:58:42Z |
dc.identifier.citation | 0515-0361 |
dc.identifier.citation | 621966 |
dc.identifier.uri | http://hdl.handle.net/2445/108212 |
dc.format | 17 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Cambridge University Press |
dc.relation | Reproducció del document publicat a: https://doi.org/10.1017/asb.2012.1 |
dc.relation | ASTIN Bulletin , 2013, vol. 43, num. 01, p. 21-37 |
dc.relation | https://doi.org/10.1017/asb.2012.1 |
dc.rights | (c) International Actuarial Association, 2013 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Risc (Economia) |
dc.subject | Avaluació del risc |
dc.subject | Mètode de Montecarlo |
dc.subject | Correlació (Estadística) |
dc.subject | Risk |
dc.subject | Risk assessment |
dc.subject | Monte Carlo method |
dc.subject | Correlation (Statistics) |
dc.title | A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.description.abstract |