Keywords: Parameter risk
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Journal Articles
Journal of Risk Finance (2013) 14 (3): 234–250.
Published: 17 May 2013
...Dorothea Diers; Martin Eling; Marc Linde Purpose The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a multi‐year projection horizon is considered. Internal risk models often integrate both process and parameter...

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