Hello Everyone,
I'm a currently working on an internal model in the Solvency II framework concerning reserve risk.
We are looking for ideas on how to estimate correlation between accident years. If there are any way to do so, I'm intersted.
Thank you in advance.
I'm a currently working on an internal model in the Solvency II framework concerning reserve risk.
We are looking for ideas on how to estimate correlation between accident years. If there are any way to do so, I'm intersted.
Thank you in advance.
Reserve risk and correlation
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