Affiliation:
1. Department of Statistical Sciences Sapienza University Rome Italy
2. Department of Management Studies and Quantitative Methods Parthenope University Naples Italy
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modelling and Simulation
Reference38 articles.
1. Offic J Europ Union 2009 L 335 Directive 2009/138/EC of the European parliament and of the Council of 25 November 2009 on the taking‐up and pursuit of the business of insurance and reinsurance
2. Relevant applications of Monte Carlo simulation in Solvency II
3. Nested Simulation in Portfolio Risk Measurement
4. On the calculation of the solvency capital requirement based on nested simulations;Bauer D;ASTIN Bull J IAA,2012
5. Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a least-squares Monte-Carlo approach
Cited by
6 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