8 citations · 8 across the 3 of their papers we have counts for
3 papers
q-fin.RM2017
Parameter uncertainty for integrated risk capital calculations based on normally distributed subrisks
Andreas Fröhlich, Annegret Weng
In this contribution we consider the overall risk given as the sum of random subrisks in the context of value-at-risk (VaR) based risk calculations. If we assume tha…
q-fin.RM2016
Parameter uncertainty and reserve risk under Solvency II
Andreas Fröhlich, Annegret Weng
In this article we consider the parameter risk in the context of internal modelling of the reserve risk under Solvency II. We discuss two opposed perspectives on parameter uncertai…
math.NT2005★ 8 cited
The -adic CM-method for genus 2
P. Gaudry, T. Houtmann, D. Kohel +2
We present a nonarchimedian method to construct hyperelliptic CM-curves of genus 2.