Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework
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KeywordsSolvency; extreme values;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-01 (All new papers)
- NEP-BAN-2011-10-01 (Banking)
- NEP-RMG-2011-10-01 (Risk Management)
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