@misc{Wanat_Stanisław_Wpływ_2008,
 author={Wanat, Stanisław},
 year={2008},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2008; nr 1197, s. 450-457},
 publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
 language={pol},
 abstract={This paper discusses an approach to modeling of insurer's aggregate losses to incorporate the presence of dependencies. The paper begins by describing two dependence modeling techniques: common shock model and thinning-dependence structure. Next, using numerical illustrations, the sensitivities of the capital requirement and diversification benefit to the choice of the dependency modeling assumptions are investigated. The key conclusion is that there is a large variation in the capital requirement as well as diversification benefit.},
 type={artykuł},
 title={Wpływ wybranych struktur zależności na rozkład zagregowanych szkód},
}