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    • Backtesting an equity risk model under Solvency II 

      Duran Santomil, Pablo; Otero González, Luis; Martorell Cunill, Onofre; Merigó Lindahl, José (Elsevier, 2018-08)
      Backtesting is a technique for validating internal models under Solvency II, which allows for evaluating the discrepancies between the results provided by a model and real observations. This paper aims to establish various ...