Eliminating proxy errors from capital estimates by targeted exact computation
Year of publication: |
2023
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Authors: | Crispin, Daniel J. ; Kinsley, Sam M. |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 17.2023, 2, p. 219-242
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Subject: | Capital | Error analysis | L-estimators | Proxy modelling | SCR | Solvency II | VaR | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error |
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