Keywords: Internal model
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Journal Articles
Journal of Risk Finance (2013) 14 (3): 200–233.
Published: 17 May 2013
... the solvency capital requirement (SCR) in the context of Solvency II. This paper seeks to address these issues. Design/methodology/approach In addition to the Solvency II standard model, the author applies the model of Gatzert and Martin for introducing a partial internal model for the market risk of bond...

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