The risk of model misspecification and its impact on solvency measurement in the insurance sector

Author: Schmeiser Hato   Siegel Caroline   Wagner Joël  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.13, Iss.4, 2012-08, pp. : 285-308

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Abstract