On the Calculation of the Solvency Capital Requirement Based on Nested Simulations (Q2866022)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Calculation of the Solvency Capital Requirement Based on Nested Simulations |
scientific article |
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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