Calibration of the premium and reserve risk factors in the standard formula of Solvency II

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<title>Calibration of the premium and reserve risk factors in the standard formula of Solvency II</title>
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<issuance>monographic</issuance>
<place>
<placeTerm type="text">Frankfurt</placeTerm>
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<publisher>European Insurance and Occupational Pensions Authority</publisher>
<dateIssued>2011</dateIssued>
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<abstract displayLabel="Summary">Introduction -- Data -- Parameter estimation methods -- Goodness-of-fit inspection -- Calibration aspects -- Results and recommendations -- Appendices</abstract>
<note type="statement of responsibility">report of the Joint Working Group on Non-Life and Health NSLT Calibration</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080586294">
<topic>Mercado de seguros</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080557409">
<topic>Calibración</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080564254">
<topic>Solvencia II</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080582340">
<topic>Reservas técnicas</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080585266">
<topic>Factores de riesgo</topic>
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