This is a preview. Log in through your library . Abstract We study the influence of nonlinear dependencies on a non-life insurer's risk and return profile. To achieve this, we integrate several copula ...

Czado, Claudia, and Carolin Elisabeth Pflueger. "Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio." Applied Stochastic Models in Business and ...

Operational adaptation takes time, especially for large carriers with established systems, functions, and dependencies ...