Insurance valuation: A two-step generalised regression approach (Q5067889)
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scientific article; zbMATH DE number 7503083
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| English | Insurance valuation: A two-step generalised regression approach |
scientific article; zbMATH DE number 7503083 |
Statements
INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (English)
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4 April 2022
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market-consistent valuation
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quantile regression
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Solvency II
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cost-of-capital
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dynamic risk measurement
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0.810623824596405
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0.7750586867332458
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0.764843761920929
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0.7625212669372559
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0.7553185820579529
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