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  • Photo du rédacteurHélène Dufour

Solvency II Capital with Correlated Risks: Evidence from General Insurance

"The important insight is the degree of dependency that remain stable across the lines of business, irrespective of the changes to the growth or fall in market share of the firm."



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The paper explores optimal insurance contracts using decision makers' preferences, combining expected loss with a deviation measure like Gini coefficient or standard deviation. It reveals that using e

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