AnalyticBridge
A Data Science Central Community
Share 'Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula?'
by Laurent Devineau & Stéphane Loisel SAF - Laboratoire de Sciences Actuarielle et Financière - Université Claude Bernard - Lyon ABSTRACT Two approaches may be considered in order to determine the Solvency II economic capital: the use of a standard formula or the use of an internal model (global or partial). However, the results produced by these two methods are rarely similar, since the un…
You can share this blog post in two ways…
© 2021 TechTarget, Inc.
Powered by
Badges | Report an Issue | Privacy Policy | Terms of Service
