Internal model for spread risk under Solvency II
In May 2009 the European Commission decided on new regulations regarding solvency among insurance firms, the Solvency II Directive. The directive aims to strengthen the connection between the requirement of solvency and risks for insurance firms. The directive partly consists of a market risk module...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2017
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-215340 |