Solvency assessment within the ORSA framework: issues and quantitative methodologies
Year of publication: |
2012-10-22
|
---|---|
Authors: | Vedani, Julien ; Devineau, Laurent |
Institutions: | HAL |
Subject: | Own Risk and Solvency Assessment | ORSA | Overall Solvency Needs | Solvency II | multi-year solvency | solvency ratio | Net Asset Value | polynomial proxy | Nested Simulations | Curve Fitting | Least Squares Monte-Carlo | Standard Formula |
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