7 citations
2 papers
q-fin.RM2012★ 7 cited
Solvency assessment within the ORSA framework: issues and quantitative methodologies
Julien Vedani, Laurent Devineau
The implementation of the Own Risk and Solvency Assessment is a critical issue raised by Pillar II of Solvency II framework. In particular the Overall Solvency Needs calculation le…
math.ST2012
Estimating level sets of a distribution function using a plug-in method: a multidimensional extension
Elena Di Bernadino, Thomas Laloë
This paper deals with the problem of estimating the level sets , with , of an unknown distribution function on \mathbb{R}^d_+$. A plug-in a…