The risk of model misspecification and its impact on solvency measurement in the insurance sector
Year of publication: |
2012
|
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Authors: | Schmeiser, Hato ; Siegel, Caroline <1983-> ; Wagner, Joël |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 13.2012, 4, p. 285-308
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Subject: | Versicherung | Insurance | EU-Versicherungsrecht | European insurance law | Modellierung | Scientific modelling | Risikomodell | Risk model | Betriebliche Liquidität | Corporate liquidity |
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