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Stricker et al., 2014 - Google Patents

Model validation for insurance enterprise risk and capital models

Stricker et al., 2014

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Document ID
16842676691543157470
Author
Stricker M
Wang S
Strommen S
Publication year
Publication venue
Sponsored by CAS, CIA, SOA Joint Risk Management Section

External Links

Snippet

Abstract/Executive Summary Internal risk models are widely used by insurance companies and banks in measuring risk, calculating overall capital requirements, and allocating capital for business decisions. In addition, the valuation and pricing of complex financial and …
Continue reading at citeseerx.ist.psu.edu (PDF) (other versions)

Classifications

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