000098113 001 __ 98113
000098113 005 __20141007063538.0
000098113 024 8_ $9 primocentral $9 driver $a oai:ddd.uab.cat:98113
000098113 035 __ $a oai:www.recercat.cat:2072/179579
000098113 041 __ $a eng
000098113 080 __ $a 33
000098113 080 __ $a 336
000098113 100 1_ $a Bermúdez, Lluís
000098113 245 10 $a How to use the standard model with own data?
000098113 260 __ $b Xarxa de Referència en Economia Aplicada (XREAP) $c 2012
000098113 300 __ $a 30 p.
000098113 520 __ $a In this work discuss the use of the standard model for the calculation of the solvency capital requirement (SCR) when the company aims to use the specific parameters of the model on the basis of the experience of its portfolio. In particular, this analysis focuses on the formula presented in the latest quantitative impact study (2010 CEIOPS) for non-life underwriting premium and reserve risk. One of the keys of the standard model for premium and reserves risk is the correlation matrix between lines of business. In this work we present how the correlation matrix between lines of business could be estimated from a quantitative perspective, as well as the possibility of using a credibility model for the estimation of the matrix of correlation between lines of business that merge qualitative and quantitative perspective.
000098113 540 __ $9 info:eu-repo/semantics/openAccess $a L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons: $u http://creativecommons.org/licenses/by/3.0/es/
000098113 546 __ $a Anglès.
000098113 650 _4 $a Risk (Insurance)
000098113 650 _4 $a Econometric models
000098113 650 _4 $a Risk management
000098113 653 __ $a Risc (Assegurances)
000098113 653 __ $a Models economètrics
000098113 653 __ $a Gestió del risc
000098113 655 _4 $a info:eu-repo/semantics/workingPaper
000098113 700 1_ $a Guillén, Montserrat
000098113 700 1_ $a Ferri Vidal, Antoni
000098113 710 1_ $a Xarxa de Referència en Economia Aplicada (XREAP)
000098113 762 18 $w hdl_2072_13171
000098113 830 __ $a XREAP2012-03 ; $v 
000098113 856 40 $p 30 $s 157886 $u http://ddd.uab.cat/pub/estudis/2012/hdl_2072_179579/XREAP2012-03.pdf
000098113 856 42 $3 Adreça alternativa $u http://hdl.handle.net/2072/179579
000098113 980 __ $a ESTUDIS $b UAB