Albarrán, Irene; Marín, J. Miguel; Alonso, Pablo J. - Departamento de Estadistica, Universidad Carlos III de … - 2011
The passing of Directive 2009/138/CE (Solvency II) has opened a new era in the European insurance market. According to this new regulatory environment, the volume of own resources will be determined depending on the risks that any insurer would be holding. So, nowadays, the model to estimate the...
