Topical modelling issues in Solvency II
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Publication:3608223
DOI10.1080/03461230701257098zbMath1164.62086OpenAlexW2090850281MaRDI QIDQ3608223
Berlund Raoul, Ronkainen Vesa, Koskinen Lasse
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 riskrisk measurestochastic modellingSolvency IIinternal modelssolvency capital requirementCEIOPSquantitative impact studies
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)
Related Items (4)
A simulation model for calculating solvency capital requirements for non-life insurance risk ⋮ A bivariate model for evaluating equity-linked policies with surrender option ⋮ A lattice approach to evaluate participating policies in a stochastic interest rate framework ⋮ Robust Eligible Own Funds and Value at Risk Under Solvency II System
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