A first look back : model performance under Solvency II
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20240013592 | ||
| 003 | MAP | ||
| 005 | 20240830132034.0 | ||
| 008 | 240830e20250415che|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a214 | ||
| 100 | 1 | $0MAPA20110010232$aKorn, Ralf | |
| 245 | 1 | 0 | $aA first look back$b: model performance under Solvency II$cRalf Korn and Gerhard Stahl |
| 520 | $aWe consider an empirical backtesting for the Solvency Capital Required (SCR) under Solvency II. Based on empirical facts that the Basic own Funds (BoF) can be assumed to evolve log-normally and have a much lower volatility than the corresponding equity for our test data, we make a proposal based on Earnings at Risk (EaR) that can be used to reduce the biases from overshooting SCR estimates in a prudential way | ||
| 650 | 4 | $0MAPA20080564254$aSolvencia II | |
| 650 | 4 | $0MAPA20080570422$aRenta variable | |
| 650 | 4 | $0MAPA20080590567$aEmpresas de seguros | |
| 650 | 4 | $0MAPA20080545932$aAnálisis | |
| 650 | 4 | $0MAPA20080627904$aCiencias Actuariales y Financieras | |
| 700 | 1 | $0MAPA20220002165$aStahl , Gerhard | |
| 773 | 0 | $wMAP20220007085$g15/04/2024 Volúmen 14 - Número 1 - abril 2024 , p. 307-315$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022 | |
| 856 | $uhttps://link.springer.com/article/10.1007/s13385-023-00374-0 |