Solvency supervision based on a total balance sheet approach

DOI10.1016/j.cam.2009.07.031zbMath1179.91109OpenAlexW2025855421MaRDI QIDQ732108

Georgios Pitselis

Publication date: 9 October 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.07.031

zbMATH Keywords

quantile regressionsolvencymixed effects modelrisk-based capital

Mathematics Subject Classification ID

Related Items (6)

An application of two-stage quantile regression to insurance ratemaking ⋮ Quantile credibility models ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ Robust Eligible Own Funds and Value at Risk Under Solvency II System ⋮ An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking ⋮ Multi-stage nested classification credibility quantile regression model

Uses Software

• bootstrap

Cites Work

• Random-Effects Models for Longitudinal Data
• Censored regression quantiles
• Solvency II – towards a new insurance supervisory system in the EU
• Regression Quantiles
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