Topical modelling issues in Solvency II
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Publication:3608223
DOI10.1080/03461230701257098zbMath1164.62086MaRDI QIDQ3608223
Ronkainen Vesa, Koskinen Lasse, Berlund Raoul
Publication date: 28 February 2009
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230701257098
model risk; risk measure; stochastic modelling; Solvency II; internal models; solvency capital requirement; CEIOPS; quantitative impact studies
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B70: Stochastic models in economics
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