On the calculation of the solvency capital requirement based on nested simulations (Q2866022)
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scientific article; zbMATH DE number 6237812
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| English | On the calculation of the solvency capital requirement based on nested simulations |
scientific article; zbMATH DE number 6237812 |
Statements
12 December 2013
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Solvency II
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value at risk
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nested simulations
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screening procedures
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On the calculation of the solvency capital requirement based on nested simulations (English)
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0.7818964719772339
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0.7614653706550598
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0.7576689124107361
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0.7554107904434204
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0.7520307302474976
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