Solvency assessment within the ORSA framework: issues and quantitative methodologies
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More about this item
KeywordsOwn Risk and Solvency Assessment; ORSA; Overall Solvency Needs; Solvency II; multi-year solvency; solvency ratio; Net Asset Value; polynomial proxy; Nested Simulations; Curve Fitting; Least Squares Monte-Carlo; Standard Formula;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-11 (All new papers)
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