Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910)
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scientific article; zbMATH DE number 6298067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Eligible Own Funds and Value at Risk Under Solvency II System |
scientific article; zbMATH DE number 6298067 |
Statements
Robust Eligible Own Funds and Value at Risk Under Solvency II System (English)
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23 May 2014
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eligible own funds
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random coefficient regression
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robust estimation
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Solvency II
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0.80491686
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0.77374166
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0.76797795
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0.7663023
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0.7662777
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0.76609975
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0.76480067
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0.76480067
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