Modelling parameter uncertainty for risk capital calculation (Q2356238): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling parameter uncertainty for risk capital calculation |
scientific article |
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Modelling parameter uncertainty for risk capital calculation (English)
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29 July 2015
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parameter uncertainty
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Solvency II
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internal model
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solvency capital requirement
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bootstrapping
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predictive inference
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