Analysis of the Impact of Suboptimal Assumptions on the Modeling of the Aggregation of Risks

Více o knize

The aim of this thesis is the analysis of certain effects regarding the aggregation of log-normal distributed risks or random variates. Multi-level aggregation designs and a wide range of interdependencies are used for this purpose. In addition, the results are compared to corresponding aggregations of normally distributed risks or random variates. Due to the significant complexity of the research question, the study is conducted via numerical simulation based on a created model.