Analyzing solvency with extreme value theory: an application to the Spanish motor liability insurance market
An accurate estimation of extreme claims is fundamental to assess solvency capital requirements (SCR) established by Solvency II. Basing on the Extreme Value Theory (EVT), this paper performs a parametric estimation to fit the motor liability insurance historical datasets of two significant and repr...
Kaydedildi:
| Yayımlandı: | INNOVAR. Revista de Ciencias Administrativas y Sociales |
|---|---|
| Asıl Yazarlar: | , |
| Materyal Türü: | Artigo |
| Dil: | Espanhol |
| Baskı/Yayın Bilgisi: |
Universidad Nacional de Colombia
2010
|
| Konular: | |
| Online Erişim: | https://www.redalyc.org/articulo.oa?id=81819028004 |
| Etiketler: |
Etiket eklenmemiş, İlk siz ekleyin!
|