 previous article in this issue | next article in this issue  |
|
Document Details : Title: Multi-Level Risk Aggregation Author(s): FILIPOVIĆ, Damir Journal: ASTIN Bulletin Volume: 39 Issue: 2 Date: 2009 Pages: 565-575 DOI: 10.2143/AST.39.2.2044648 Abstract : In this paper we compare the current Solvency II standard and a genuine bottom-up approach to risk aggregation. This is understood to be essential for developing a deeper insight into the possible differences between the diversification assumptions between the standard approach and internal models. |
