Browsing ODA Open Digital Archive by Author "Lund, Kristin Olsen"

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Calibration of interest rate models in Solvency II: Impact on capital requirements

Lund, Kristin Olsen; Haugen, Endre Nyfløt (Master thesis, 2014)

Solvency II is the new solvency regulations for European insurers and reinsurers that will replace the current regulations. Solvency II has been postponed several times, but implementation is now scheduled for January ...