Calculation of the capital requirement using the Monte Carlo simulation for non-life insurance
Vladimír Mucha, Michal Páleš, Katarína Sakálová
| Year of publication: |
2016
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|---|---|
| Authors: | Mucha, Vladimír ; Páleš, Michal ; Sakálová, Katarína |
| Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Akad. Press, ISSN 0013-3035, ZDB-ID 715023-4. - Vol. 64.2016, 9, p. 878-893
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| Subject: | Monte Carlo simulation | types of insurance | Solvency II | solvency capital requirement | internal model | Monte-Carlo-Simulation | Versicherung | Insurance | Basler Akkord | Basel Accord | EU-Versicherungsrecht | European insurance law | Simulation | Theorie | Theory | Lebensversicherung | Life insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011658493