Copula-Based Risk Aggregation and the Significance of Reinsurance

Dias, Alexandra orcid.org/0000-0003-0210-552X, Ismail, Isaudin and Aihua, Zhang (2025) Copula-Based Risk Aggregation and the Significance of Reinsurance. Risks. 44. ISSN 2227-9091

Abstract

Metadata

Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© 2025 by the authors.

Keywords: Reinsurance,Capital requirements,Risk aggregation,Copula-models,Diversification
Dates:
  • Published: 26 February 2025
  • Accepted: 19 February 2025
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 26 Feb 2025 11:00
Last Modified: 27 Feb 2025 00:09
Published Version: https://doi.org/10.20944/preprints202410.0743.v1
Status: Published
Refereed: Yes
Identification Number: 10.20944/preprints202410.0743.v1
Open Archives Initiative ID (OAI ID):

Download

Filename: risks-13-00044.pdf

Description: Copula-Based Risk Aggregation and the Significance of Reinsurance

Licence: CC-BY 2.5

Export

Statistics