A first look back: model performance under Solvency II (Q6550189)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A first look back: model performance under Solvency II |
scientific article; zbMATH DE number 7859962
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A first look back: model performance under Solvency II |
scientific article; zbMATH DE number 7859962 |
Statements
A first look back: model performance under Solvency II (English)
0 references
4 June 2024
0 references
Solvency II
0 references
backtesting
0 references
capital requirement
0 references
0.752516508102417
0 references
0.7450724244117737
0 references
0.7399279475212097
0 references
0.7371167540550232
0 references
0.7363031506538391
0 references
