An analysis of Solvency 2. standard formula for calculation of SCR, possible corrections and a comparison with an internal model
Torzi, Luca (A.A. 2014/2015) An analysis of Solvency 2. standard formula for calculation of SCR, possible corrections and a comparison with an internal model. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 52. [Bachelor's Degree Thesis]
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Abstract/Index
Insurance companies and the use of “surplus”. Solvency II, calculus of SCR. Main problems of the standard formula and possible corrections. Analysis of internal models.
References
Bibliografia: pp. 50-52.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Papi, Marco |
| Academic Year: | 2014/2015 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 07 Mar 2016 10:09 |
| Last Modified: | 20 Nov 2018 10:18 |
| URI: | https://tesi.luiss.it/id/eprint/15690 |
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