Browsing by Author "c2f90c94-6708-4709-9900-92b02a8f66ec"
Now showing items 1-1 of 1
-
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 ...