Holistic principle for risk aggregation and capital allocation
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DOI: 10.1007/s10479-021-03987-4
Abstract: Risk aggregation and capital allocation are of paramount importance in business, as they play critical roles in pricing, risk management, project financing, performance management, regulatory supervision, etc. The state-of-the-art practice often includes two steps: (i)… read more here.
Keywords: capital; aggregation capital; risk; risk aggregation ... See more keywords
Copula-Based Risk Aggregation and the Significance of Reinsurance
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DOI: 10.3390/risks13030044
Abstract: Insurance companies need to calculate solvency capital requirements in order to ensure that they can meet their future obligations to policyholders and beneficiaries. The solvency capital requirement is a risk management tool essential for addressing… read more here.
Keywords: risk aggregation; risk; significance reinsurance; reinsurance ... See more keywords