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Risk aggregation in Solvency II through recursive log-normals
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Risk aggregation in Solvency II through recursive log-normals

Insurance, mathematics & economics, 2017-03 [Peer Reviewed Journal]

info:eu-repo/semantics/openAccess ;cc-by-nc-nd (c) Elsevier B.V., 2017 info:eu-repo/semantics/embargoedAccess http://creativecommons.org/licenses/by-nc-nd/3.0/es ;ISSN: 0167-6687 ;EISSN: 1873-5959 ;DOI: 10.1016/j.insmatheco.2016.12.006

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