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Solvency capital requirement for a temporal dependent losses in insurance

Author

Listed:
  • Sawssen Araichi

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Christian de Peretti

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Lotfi Belkacem

    (IHES - Institute of Higher Commercial Studies of Sousse - Université de Sousse)

Abstract

No abstract is available for this item.

Suggested Citation

  • Sawssen Araichi & Christian de Peretti & Lotfi Belkacem, 2016. "Solvency capital requirement for a temporal dependent losses in insurance," Post-Print hal-02103956, HAL.
    • Handle: RePEc:hal:journl:hal-02103956
    DOI: 10.1016/j.econmod.2016.03.007
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    Cited by:

    1. Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019. "On the informational market efficiency of the worldwide sovereign credit default swaps," Journal of Asset Management, Palgrave Macmillan, vol. 20(7), pages 581-608, December.
    2. Kartik Sethi & Siddhartha P. Chakrabarty, 2021. "Modeling premiums of non-life insurance companies in India," Papers 2106.02446, arXiv.org.
    3. Li, Xuelian & Lin, Panpan & Lin, Jyh-Horng, 2020. "COVID-19, insurer board utility, and capital regulation," Finance Research Letters, Elsevier, vol. 36(C).

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