| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076342 | Insurance: Mathematics and Economics | 2016 | 13 Pages |
Abstract
As a product of our model we propose practical estimators for the Solvency Capital Requirement and the Risk Margin as defined in the European regulation (Solvency II, EIOPA-14/209, 2014), and analogously in the Swiss regulation (SST, FINMA, 2008), as functions of the ultimate risk.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A. Ferriero,