Tag Info

Hot answers tagged

2

There is a brief discussion of the two modelling frameworks in An Introduction to Economic Capital by Mohan Bhatia in the "Insurance Risk" chapter. To pull a quote from the "Solvency II versus Basel II" section of that chapter: Like the regulatory approach to internal models in Basel II, Solvency II aims to bring the internal modelling approaches ...



Only top voted, non community-wiki answers of a minimum length are eligible