Solvency supervision based on a total balance sheet approach

DOI10.1016/J.CAM.2009.07.031MaRDI QIDQ732108zbMATH OpenOpenAlexFDO

Authors 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

mixed effects modelquantile regressionrisk-based capitalsolvency

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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Cites work

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

Cited in

(9)

• Quantiles in a multi-stage nested classification credibility model
• Quantile credibility models
• An application of two-stage quantile regression to insurance ratemaking
• scientific article; zbMATH DE number 6971097 (Why is no real title available?)
• An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking
• Robust Eligible Own Funds and Value at Risk Under Solvency II System
• Solvency
• Insurance Ratemaking Using a Combined Quantile Regression Machine Learning Approach
• Multi-stage nested classification credibility quantile regression model

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