Insights from Backtesting under Solvency II - Overdose or implicit Change of Paradigm?-Reference-Cited by-同舟云学术

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Insights from Backtesting under Solvency II - Overdose or implicit Change of Paradigm?

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Korn Ralf,Stahl Gerhard

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference30 articles.

1. The underlying assumptions in the standard formula for the Solvency Capital Requirement calculation;EIOPA 14 322,2014

2. How accurate are value-at-risk models at commercial banks?;Jeremy Berkowitz;The Journal of Finance,2002

3. Evaluation of probabilistic prediction systems for a scalar variable;Guillem Candille;Quarterly Journal of the Royal Meteorological Society,2005

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A first look back: model performance under Solvency II;European Actuarial Journal;2023-12-19

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