Ferri, Antoni; Bermúdez, Lluís; Guillén, Montserrat - Xarxa de Referència en Economia Aplicada (XREAP) - 2012
In this work discuss the use of the standard model for the calculation of the solvency capital requirement (SCR) when …-life underwriting premium and reserve risk. One of the keys of the standard model for premium and reserves risk is the correlation …