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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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