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Search: subject:"Estimation risk"
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Finite-time ruin probability
2
Solvency II
2
influence function
2
reliable ruin probability
2
robustness
2
Estimation Risk Solvency Margin (ERSM)
1
Estimation Risk Solvency Margin. (ERSM)
1
asymptotic Normality
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asymptotic normality
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partly shifted risk process
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Loisel, Stéphane
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Mazza, Christian
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Rullière, Didier
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HAL
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes.
Loisel, Stéphane
;
Mazza, Christian
;
Rullière, Didier
-
HAL
-
2009
to quantify
estimation
risk
according to new regulations. …
Persistent link: https://www.econbiz.de/10008792404
Saved in:
2
Robustness analysis and convergence of empirical finite-time ruin probabilities and
estimation
risk
solvency margin.
Loisel, Stéphane
;
Mazza, Christian
;
Rullière, Didier
-
HAL
-
2008
control this robust risk measure, an additional initial reserve is needed and called
Estimation
Risk
Solvency Margin (ERSM …
Persistent link: https://www.econbiz.de/10008791834
Saved in:
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