The development of a simple and intuitive rating system under Solvency II

DOI10.1016/J.INSMATHECO.2010.01.008zbMath1231.91467OpenAlexW1995923452MaRDI QIDQ659260

Bart Baesens, Elisabeth Van Laere

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.01.008

zbMATH Keywords

insurancecredit scoringSolvency IIexternal ratingsinternal ratings

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

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• The Pricing of Options and Corporate Liabilities
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• The influence of the business cycle on bankruptcy probability
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• A Comparison of the Rough Sets and Recursive Partitioning Induction Approaches: An Application to Commercial Loans

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