VALIDATION TEST AND BACKTEST ON EARTHQUAKE MODELS FOR TWO INSURANCE COMPANIES IN ROMANIA
The present paper presents a practical example of methods and tests which are used by companies in the Romanian insurance market with regards to choosing the most feasible model in order to validate their partial internal model and to use it for internal calculation of solvency capital requirement....
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| Format: | Article |
| Language: | English |
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Research Publishing SRL
2020-05-01
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| Series: | Junior Scientific Researcher |
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| Online Access: | https://www.jsrpublishing.com/userfiles/files/archive_pages/105/Article_JSR_Journal_Rosu.M._Vol.6_No.1_2020.pdf |