Centro de Documentacion de Fundación MAPFRE - Calibration of the premium and reserve risk factors in the standard formula of Solvency II

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 .