The importance of internal models in light of the international context

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

1. The current Solvency regime
2. The Solvency II project
2.1 Objectives
2.2 Proposed work at the beginning of Solvency II
2.3 Draft directive
3. Other work
3.1 IASB
3.2 IAIS
3.3 CFO Forum
4. Main problems encountered when building an internal model
5. Conclusion
Original languageEnglish
Title of host publicationAttentes d'un modèle: Entre réalités du terrain et contraintes mathématiques
Editors Ferrer-economie
PublisherEditions du Céfal
Pages127-139
Number of pages12
Volume5
ISBN (Print)978-2-87130-266-7
Publication statusPublished - Apr 2008

Publication series

NameLes cahiers de la mathématique appliquée

Bibliographical note

Ferrer-Economie

Keywords

  • Solvency II

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