Estimating insurer's capital requirements through Markov switching models in the solvency II framework

  1. Otero, L.
  2. Durán, P.
  3. Fernández, S.
  4. Vivel, M.
Revista:
International Research Journal of Finance and Economics

ISSN: 1450-2887

Ano de publicación: 2012

Volume: 86

Páxinas: 20-38

Tipo: Artigo