Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/196909 
Is replaced by the following version: 
Title: 

Making the square-root formula compatible with capital allocation

The document was removed on behalf of the author(s)/ the editor(s).

Year of Publication: 
2019
Series/Report no.: 
ICIR Working Paper Series No. 33/19
Publisher: 
Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), Frankfurt a. M.
Subjects: 
Solvency II
Tail correlation
Risk aggregation
Capital allocation
JEL: 
G22
G28
G32
Document Type: 
Working Paper

Files in This Item:
The document was removed on behalf of the author(s)/ the editor(s) on: November 11, 2021


Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.