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    • Property risk under solvency II : effects of different unsmoothing techniques 

      Durán Santomil, Pablo; Otero González, Luis Alberto; Martorell Cunill, Onofre; Gil Lafuente, Anna M. (Vilnius Gediminas Technical University, 2019)
      Solvency II imposes risk-based capital requirements on EU insurance companies. This paper evaluates the property risk standard model proposed. The calibration was performed from the IPD UK monthly index total returns for ...





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