Why insurance regulators need to require sensitivity settings of internal models for their approval-Reference-Cited by-同舟云学术

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Why insurance regulators need to require sensitivity settings of internal models for their approval

Published:2024-02 Issue: Volume:60 Page:104859
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Borgonovo Emanuele^ORCID,Clemente Gian Paolo^ORCID,Rabitti Giovanni^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference36 articles.

1. Modern Actuarial Theory and Practice;Booth,2005

2. Sensitivity analysis with finite changes: An application to modified EOQ models;Borgonovo;European J. Oper. Res.,2010

3. Sensitivity analysis;Borgonovo;Tutor. Oper. Res.,2023

4. A common rationale for global sensitivity measures and their estimation;Borgonovo;Risk Anal.,2016

5. Sensitivity analysis: A review of recent advances;Borgonovo;European J. Oper. Res.,2016

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