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Calibration of the premium and reserve risk factors in the standard formula of Solvency II
Recurso electrónico / electronic resource
MAP20110073428
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. — Frankfurt : European Insurance and Occupational Pensions Authority, 2011
Sumario: Introduction -- Data -- Parameter estimation methods -- Goodness-of-fit inspection -- Calibration aspects -- Results and recommendations -- Appendices
1. Mercado de seguros ‌. 2. Calibración ‌. 3. Solvencia II ‌. 4. Reservas técnicas ‌. 5. Factores de riesgo ‌. I. EIOPA ‌.