TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL (Q5019040): Difference between revisions

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Latest revision as of 15:39, 30 December 2024

scientific article; zbMATH DE number 7450941
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English
TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL
scientific article; zbMATH DE number 7450941

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    TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL (English)
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    27 December 2021
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    bootstrap
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    empirical process
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    functional delta method
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    Hadamard differentiability
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    paired sample
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