Analysis and comparison of capital allocation techniques in an insurance context
Companiesissuing insurance cover, in return for insurance premiums, face the payments ofclaims occurring according to a loss distribution. Hence, capital must be heldby the companies so that they can guarantee the fulfilment of the claims ofeach line of insurance. The increased incidence of insuranc...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2013
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-122863 |