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Publications by P. Fulcher

A Review of the Risk Margin – Solvency II and Beyond

British Actuarial Journal
UncertaintyEconomicsStatisticsEconometricsProbability
2020English

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Risk Aggregation in Solvency II Through Recursive Log-Normals

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A Critical Analysis of the Solvency II Proposals

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Solvency Risk Premia and the Carry Trades

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Agricultural Insurance Under the Solvency II Directive

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Solvency Capital Estimation and Risk Measures

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Bail in / Bail Out (The Solvency Risk)

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Solvency II: Setting the Pace for Regulatory Change

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