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Calibration of the premium and reserve risk factors in the standard formula of Solvency II
Recurso electrónico / electronic resource
Section: Electronic documents
Title: Calibration of the premium and reserve risk factors in the standard formula of Solvency II / report of the Joint Working Group on Non-Life and Health NSLT Calibration
Publication: Frankfurt : European Insurance and Occupational Pensions Authority, 2011Notes: Sumario: Introduction -- Data -- Parameter estimation methods -- Goodness-of-fit inspection -- Calibration aspects -- Results and recommendations -- AppendicesMateria / lugar / evento: Mercado de seguros ‌Calibración ‌Solvencia II ‌Reservas técnicas ‌Factores de riesgo ‌Otros autores: EIOPA ‌
Other categories: 219
Rights: In Copyright (InC)