Copula-Based Risk Aggregation and the Significance of Reinsurance

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 extreme catastrophic events that result in a high...

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Bibliographic Details
Main Authors: Dias, Alexandra, Ismail, Isaudin, Zhang, Aihua
Format: Article
Language:en
Published: Mdpi 2025
Subjects:
Online Access:http://eprints.uthm.edu.my/12729/1/J19717_4cd9f21a1f1fed99d88bd00bf076fea1.pdf
http://eprints.uthm.edu.my/12729/
https://doi.org/10.3390/risks13030044
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