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Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view
Working Papers
Overview
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Overview
authors
ALBARRAN LOZANO, IRENE
MARIN DIAZARAQUE, JUAN MIGUEL
ALONSO GONZALEZ, PABLO JESUS
publisher
Universidad Carlos III de Madrid. Departamento de EstadÃstica
publication date
2011
series title
UC3M Working papers. Statistics and Econometrics
full text
http://hdl.handle.net/10016/12703
series number
11-37
Classification
subjects
Statistics
keywords
solvency ii; pam; longitudinal multinomial model