INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889)
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scientific article; zbMATH DE number 7503083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH |
scientific article; zbMATH DE number 7503083 |
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INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (English)
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4 April 2022
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market-consistent valuation
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quantile regression
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Solvency II
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cost-of-capital
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dynamic risk measurement
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