Introducing Credit Migration Risk in the Capital Allocation for Long-Tailed Insurance Business
Preprint in SSRN Electronic Journal (January 2024)
The most recent citing publications are shown below. View all 5 publications that cite this research output on Dimensions.
Preprint in SSRN Electronic Journal (January 2024)
Article in Finance and Stochastics (June 2023)
Preprint in SSRN Electronic Journal (January 2022)