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Year of publication
Subject
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Curve Fitting 1 Least Squares Monte Carlo 1 ORSA 1 Solvency II 1 continuous compliance 1 parametric proxy 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Ramaharobandro, Fabien 1 Vedani, Julien 1
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HAL 1
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Working Papers / HAL 1
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RePEc 1
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Continuous compliance: a proxy-based monitoring framework
Vedani, Julien; Ramaharobandro, Fabien - HAL - 2013
Within the Own Risk and Solvency Assessment framework, the Solvency II directive introduces the need for insurance undertakings to have efficient tools enabling the companies to assess the continuous compliance with regulatory solvency requirements. Because of the great operational complexity...
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