This page contains links to external websites with information on the topic of Insurance Solvency II regulation.
Any materials available through these links is not produced by NoCA, is independent of NoCA, and no representation or warranty is given as to the accuracy or completeness of such information.
|Internal Model Calibration - Equity and Interest rate risks||A REPORT OF THE BENCHMARKING STOCHASTIC MODELS WORKING PARTY|
|Internal Model Calibration - Difficult risks||Difficult Risks and Capital Models|
|Internal Model Calibration - Dimension Reduction Techniques||Dimension Reduction Techniques|
|Internal Model Calibration - Modelling Extreme Credit Events||Modelling Extreme Credit Events|
|Internal Model Calibration - Dependencies in Economic Capital||Measurement and Modelling of Dependencies in Economic Capital|
|Internal Model Calibration - Overlapping data||Calibration of VaR models with Overlapping Data|
|Matching Adjustment||Matching adjustment calculation and optimisation|
|Model Risk||Daring to open the black box|
|Replicating Formulae - Efficient Calibration Techniques||Replicating Formulae|
|VaR for mis-estimation risk||VaR Mis-Estimation Risk|
|Further Resources||SII Materials|
|A review of the risk margin – Solvency II and beyond||Risk Margin|
|Proxy Modelling using Machine Learning - A Case Study||Proxy Modelling using Machine Learning|