Calculating the required capital of an insurance company by means of elliptical copulas

A couple of topics on calculating the required capital of an insurance company are covered in this thesis. We derive a new method in order to compare correlation matrices of aggregation methods consisting of one- or two-levels. Different from earlier time series analysis, we show that a prediction for the one-year correlation can be made with...

Application of atmospheric biomonitoring to epidemiology: Issues in Data Quality, Sampling, Aggregation & Confounding